+2,210.6%
MRVL vs TWLO
+871.2%
+1,339.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.1% | +10.2% | +7.9% |
| 7D | +3.2% | -2.0% | +5.2% | +3.7% |
| 30D | +5.9% | +20.6% | -14.6% | -1.1% |
| 3M | -29.3% | -1.5% | -27.8% | -30.1% |
| 6M | +186.5% | +89.4% | +97.1% | +129.9% |
| YTD | +163.4% | +63.8% | +99.7% | +119.4% |
| 1Y | +249.5% | +119.7% | +129.8% | +165.3% |
| 3Y | +289.4% | +256.1% | +33.2% | +150.5% |
| 5Y | +270.2% | -36.6% | +306.8% | +232.2% |
| 10Y | +1,748.8% | +304.3% | +1,444.5% | +972.6% |
| All | +2,210.6% | +871.2% | +1,339.4% | +1,106.7% |
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