-32.3%
TWLO vs MDY
+46.3%
-78.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.7% |
| 7D | -2.4% | -1.9% | -0.6% | +0.1% |
| 30D | -7.8% | -4.6% | -3.2% | -1.6% |
| 3M | +10.0% | -1.2% | +11.3% | +11.9% |
| 6M | +79.5% | +9.2% | +70.3% | +57.5% |
| YTD | +59.8% | +13.1% | +46.8% | +32.7% |
| 1Y | +121.7% | +13.0% | +108.7% | +84.7% |
| 3Y | +240.8% | +49.2% | +191.6% | +82.6% |
| All | -32.3% | +46.3% | -78.6% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling