+635.1%
TWLO vs MDB
+1,032.9%
-397.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | -0.4% |
| 7D | -3.9% | -2.8% | -1.1% | -2.6% |
| 30D | -9.7% | -14.9% | +5.2% | -3.2% |
| 3M | +11.6% | +7.3% | +4.3% | +5.7% |
| 6M | +84.7% | +38.2% | +46.5% | +53.1% |
| YTD | +62.5% | -10.9% | +73.4% | +63.4% |
| 1Y | +121.7% | +11.6% | +110.1% | +96.5% |
| 3Y | +253.0% | -0.9% | +253.9% | +180.6% |
| 5Y | -32.5% | -23.5% | -9.0% | -47.5% |
| All | +635.1% | +1,032.9% | -397.8% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling