+198.0%
MPWR vs TWLO
+275.2%
-77.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.5% | +6.5% | +8.4% |
| 7D | +17.3% | +2.8% | +14.5% | +16.7% |
| 30D | +12.1% | -22.4% | +34.4% | +17.8% |
| 3M | +5.6% | -14.2% | +19.9% | +8.1% |
| 6M | -10.7% | +10.5% | -21.2% | -14.4% |
| YTD | +64.0% | +54.3% | +9.7% | +41.6% |
| 1Y | +55.9% | +68.0% | -12.1% | +30.9% |
| All | +198.0% | +275.2% | -77.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling