-35.6%
TWLO vs MDB
-24.3%
-11.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +0.2% | -4.5% | +4.7% | +2.4% |
| 30D | -9.1% | -14.0% | +4.8% | -3.7% |
| 3M | +11.0% | +5.3% | +5.7% | +6.8% |
| 6M | +79.4% | +31.9% | +47.5% | +55.3% |
| YTD | +59.7% | -14.6% | +74.3% | +64.1% |
| 1Y | +112.3% | +8.2% | +104.1% | +94.3% |
| 3Y | +247.0% | -5.0% | +252.0% | +193.3% |
| 5Y | -35.6% | -24.5% | -11.0% | -47.9% |
| All | -35.6% | -24.3% | -11.3% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling