+301.0%
TWLO vs MDY
+177.2%
+123.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.5% |
| 7D | -2.4% | -1.9% | -0.6% | -0.5% |
| 30D | -7.8% | -4.6% | -3.2% | -2.9% |
| 3M | +10.0% | -1.2% | +11.3% | +11.6% |
| 6M | +79.5% | +9.2% | +70.3% | +62.4% |
| YTD | +59.8% | +13.1% | +46.8% | +38.7% |
| 1Y | +121.7% | +13.0% | +108.7% | +93.2% |
| 3Y | +240.8% | +49.2% | +191.6% | +120.7% |
| 5Y | -33.6% | +47.2% | -80.8% | -54.4% |
| All | +301.0% | +177.2% | +123.8% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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