+119.7%
TWLO vs MDB
+18.3%
+101.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -1.2% |
| 7D | -2.0% | -17.4% | +15.4% | +6.6% |
| 30D | +20.6% | -2.0% | +22.6% | +20.8% |
| 3M | -1.5% | -3.0% | +1.5% | -1.6% |
| 6M | +89.4% | +48.7% | +40.8% | +55.7% |
| YTD | +63.8% | -12.1% | +75.9% | +64.8% |
| 1Y | +119.7% | +14.5% | +105.2% | +99.8% |
| All | +119.7% | +18.3% | +101.4% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling