+249.5%
MRVL vs TWLO
+123.2%
+126.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.1% | +10.2% | +7.7% |
| 7D | +3.2% | -2.0% | +5.2% | +3.5% |
| 30D | +5.9% | +20.6% | -14.6% | +0.1% |
| 3M | -29.3% | -1.5% | -27.8% | -29.5% |
| 6M | +186.5% | +89.4% | +97.1% | +135.0% |
| YTD | +163.4% | +63.8% | +99.7% | +125.0% |
| 1Y | +249.5% | +119.7% | +129.8% | +168.8% |
| All | +249.5% | +123.2% | +126.3% | +168.8% |
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