+1,925.8%
MRVL vs TWLO
+312.8%
+1,613.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.5% |
| 7D | +5.6% | -2.4% | +8.0% | +6.3% |
| 30D | +8.8% | -7.8% | +16.6% | +10.7% |
| 3M | -15.9% | +10.0% | -25.9% | -19.7% |
| 6M | +161.3% | +79.5% | +81.8% | +111.5% |
| YTD | +178.2% | +59.8% | +118.4% | +132.0% |
| 1Y | +255.3% | +121.7% | +133.6% | +166.7% |
| 3Y | +323.1% | +240.8% | +82.3% | +171.6% |
| 5Y | +293.2% | -33.6% | +326.8% | +248.4% |
| All | +1,925.8% | +312.8% | +1,613.0% | +1,050.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling