+64.3%
TWLO vs MET
+35.0%
+29.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -15.9% | +3.9% | -19.7% | -16.0% |
| 30D | -29.0% | +6.8% | -35.9% | -29.5% |
| 3M | +10.0% | +7.7% | +2.4% | +8.7% |
| 6M | +12.6% | +32.9% | -20.4% | +5.8% |
| YTD | +50.1% | +33.9% | +16.2% | +39.2% |
| 1Y | +64.3% | +33.0% | +31.3% | +52.3% |
| All | +64.3% | +35.0% | +29.3% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling