+82.7%
MRVL vs TWLO
+60.3%
+22.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -36.5% | -15.9% | -20.6% | -33.9% |
| 30D | -41.1% | -29.0% | -12.0% | -37.0% |
| 3M | -26.9% | +10.0% | -36.9% | -29.0% |
| 6M | -2.3% | +12.6% | -14.9% | -5.2% |
| YTD | +88.4% | +50.1% | +38.3% | +65.6% |
| 1Y | +82.7% | +64.3% | +18.5% | +54.4% |
| All | +82.7% | +60.3% | +22.5% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling