+2,683.6%
MUU vs TWLO
+229.5%
+2,454.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.3% |
| 7D | +15.0% | +0.2% | +14.8% | +14.7% |
| 30D | +36.8% | -9.1% | +46.0% | +40.6% |
| 3M | -8.5% | +11.0% | -19.5% | -14.8% |
| 6M | +320.7% | +79.4% | +241.4% | +206.2% |
| YTD | +599.7% | +59.7% | +540.0% | +433.2% |
| 1Y | +2,569.2% | +112.3% | +2,456.9% | +1,645.5% |
| All | +2,683.6% | +229.5% | +2,454.1% | +1,633.5% |
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 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