+689.1%
TWLO vs MDY
+181.2%
+507.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +1.7% |
| 7D | +0.2% | -0.8% | +1.0% | +1.1% |
| 30D | -9.1% | -3.9% | -5.3% | -5.1% |
| 3M | +11.0% | 0.0% | +11.0% | +11.0% |
| 6M | +79.4% | +8.5% | +70.8% | +63.3% |
| YTD | +59.7% | +13.2% | +46.5% | +38.3% |
| 1Y | +112.3% | +15.0% | +97.3% | +81.2% |
| 3Y | +247.0% | +49.6% | +197.4% | +123.2% |
| 5Y | -35.6% | +46.0% | -81.6% | -55.5% |
| 10Y | +305.7% | +176.4% | +129.3% | +45.0% |
| All | +689.1% | +181.2% | +507.9% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling