-32.3%
TWLO vs MCO
+28.6%
-61.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -3.0% |
| 7D | -2.4% | -3.8% | +1.4% | +0.8% |
| 30D | -7.8% | -0.4% | -7.4% | -7.7% |
| 3M | +10.0% | +7.7% | +2.3% | +1.8% |
| 6M | +79.5% | +7.0% | +72.5% | +66.7% |
| YTD | +59.8% | -6.4% | +66.2% | +65.5% |
| 1Y | +121.7% | -7.6% | +129.3% | +130.3% |
| 3Y | +240.8% | +43.2% | +197.6% | +122.6% |
| All | -32.3% | +28.6% | -61.0% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling