+702.8%
TWLO vs MCO
+417.1%
+285.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.9% |
| 7D | -3.9% | -7.3% | +3.4% | +1.9% |
| 30D | -9.7% | -1.7% | -8.0% | -8.6% |
| 3M | +11.6% | +3.9% | +7.7% | +7.2% |
| 6M | +84.7% | +3.8% | +80.9% | +77.3% |
| YTD | +62.5% | -7.9% | +70.4% | +69.8% |
| 1Y | +121.7% | -6.8% | +128.6% | +127.6% |
| 3Y | +253.0% | +40.9% | +212.0% | +156.9% |
| 5Y | -32.5% | +27.5% | -60.0% | -47.2% |
| 10Y | +312.7% | +381.4% | -68.7% | +7.4% |
| All | +702.8% | +417.1% | +285.7% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling