+2,157.9%
MPWR vs TWLO
+784.6%
+1,373.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.2% |
| 7D | +27.9% | +5.6% | +22.3% | +26.2% |
| 30D | +9.7% | -24.6% | +34.3% | +17.9% |
| 3M | +1.7% | -14.0% | +15.7% | +4.8% |
| 6M | -9.2% | +10.1% | -19.3% | -14.2% |
| YTD | +60.5% | +49.2% | +11.3% | +35.7% |
| 1Y | +52.0% | +65.2% | -13.2% | +24.7% |
| 3Y | +193.1% | +260.7% | -67.5% | +82.0% |
| 5Y | +167.3% | -30.2% | +197.5% | +137.6% |
| 10Y | +1,878.8% | +572.4% | +1,306.4% | +973.5% |
| All | +2,157.9% | +784.6% | +1,373.3% | +1,082.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling