+2,396.1%
MUU vs TWLO
+229.7%
+2,166.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -8.2% | -2.4% | -5.8% | -7.5% |
| 30D | +10.2% | -7.8% | +18.0% | +12.7% |
| 3M | -26.5% | +10.0% | -36.5% | -31.3% |
| 6M | +227.2% | +79.5% | +147.8% | +138.0% |
| YTD | +527.4% | +59.8% | +467.6% | +377.7% |
| 1Y | +1,843.7% | +121.7% | +1,722.0% | +1,144.8% |
| All | +2,396.1% | +229.7% | +2,166.4% | +1,453.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling