+1,346.4%
MU vs TWLO
-35.1%
+1,381.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +7.5% | +0.2% | +7.3% | +7.3% |
| 30D | +19.4% | -9.1% | +28.5% | +21.5% |
| 3M | +9.8% | +11.0% | -1.2% | +5.8% |
| 6M | +164.1% | +79.4% | +84.8% | +124.3% |
| YTD | +260.3% | +59.7% | +200.6% | +212.3% |
| 1Y | +661.2% | +112.3% | +548.9% | +513.6% |
| 3Y | +1,380.8% | +247.0% | +1,133.9% | +918.3% |
| 5Y | +1,346.4% | -35.6% | +1,381.9% | +1,172.3% |
| All | +1,346.4% | -35.1% | +1,381.5% | +1,172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling