+176.6%
MPWR vs TWLO
-26.8%
+203.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.5% | +6.5% | +8.2% |
| 7D | +17.3% | +2.8% | +14.5% | +16.6% |
| 30D | +12.1% | -22.4% | +34.4% | +20.2% |
| 3M | +5.6% | -14.2% | +19.9% | +9.0% |
| 6M | -10.7% | +10.5% | -21.2% | -16.3% |
| YTD | +64.0% | +54.3% | +9.7% | +34.1% |
| 1Y | +55.9% | +68.0% | -12.1% | +23.6% |
| 3Y | +199.5% | +273.0% | -73.5% | +65.1% |
| 5Y | +176.6% | -26.3% | +202.9% | +156.9% |
| All | +176.6% | -26.8% | +203.4% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling