-10.7%
MPWR vs TWLO
+9.2%
-19.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.5% | +6.5% | +8.5% |
| 7D | +17.3% | +2.8% | +14.5% | +16.8% |
| 30D | +12.1% | -22.4% | +34.4% | +15.2% |
| 3M | +5.6% | -14.2% | +19.9% | +7.1% |
| 6M | -10.7% | +10.5% | -21.2% | -11.7% |
| All | -10.7% | +9.2% | -19.9% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling