+2,229.8%
MRVL vs TWLO
+841.6%
+1,388.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +1.7% |
| 7D | +7.1% | -1.2% | +8.3% | +7.4% |
| 30D | +3.1% | -6.4% | +9.4% | +4.3% |
| 3M | -21.9% | +6.3% | -28.2% | -24.6% |
| 6M | +151.8% | +76.4% | +75.4% | +106.2% |
| YTD | +165.6% | +58.8% | +106.8% | +123.2% |
| 1Y | +242.3% | +107.1% | +135.2% | +164.3% |
| 3Y | +308.2% | +245.0% | +63.2% | +165.0% |
| 5Y | +280.4% | -36.0% | +316.3% | +241.2% |
| 10Y | +1,832.5% | +293.2% | +1,539.3% | +1,030.4% |
| All | +2,229.8% | +841.6% | +1,388.2% | +1,127.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling