+301.0%
TWLO vs MCO
+393.6%
-92.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.9% |
| 7D | -2.4% | -3.8% | +1.4% | +0.4% |
| 30D | -7.8% | -0.4% | -7.4% | -7.7% |
| 3M | +10.0% | +7.7% | +2.3% | +2.7% |
| 6M | +79.5% | +7.0% | +72.5% | +68.3% |
| YTD | +59.8% | -6.4% | +66.2% | +64.9% |
| 1Y | +121.7% | -7.6% | +129.3% | +129.4% |
| 3Y | +240.8% | +43.2% | +197.6% | +145.3% |
| 5Y | -33.6% | +29.6% | -63.2% | -48.7% |
| All | +301.0% | +393.6% | -92.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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