+156.8%
MPWR vs TWLO
-37.0%
+193.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.4% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | -13.1% | -6.4% | -6.7% | -11.8% |
| 3M | -21.7% | +6.3% | -28.0% | -24.1% |
| 6M | +19.5% | +76.4% | -56.9% | -3.8% |
| YTD | +34.9% | +58.8% | -23.9% | +11.2% |
| 1Y | +42.0% | +107.1% | -65.1% | +5.5% |
| 3Y | +148.8% | +245.0% | -96.2% | +46.0% |
| 5Y | +156.8% | -36.0% | +192.8% | +114.3% |
| All | +156.8% | -37.0% | +193.8% | +114.3% |
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