+684.6%
TWLO vs MET
+248.3%
+436.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -2.2% |
| 7D | -1.2% | +1.1% | -2.4% | -1.6% |
| 30D | -6.4% | -2.3% | -4.1% | -5.5% |
| 3M | +6.3% | +13.9% | -7.6% | +0.7% |
| 6M | +76.4% | +34.8% | +41.6% | +56.3% |
| YTD | +58.8% | +23.5% | +35.3% | +44.9% |
| 1Y | +107.1% | +23.4% | +83.7% | +88.8% |
| 3Y | +245.0% | +64.9% | +180.1% | +179.3% |
| 5Y | -36.0% | +82.0% | -118.0% | -49.7% |
| 10Y | +293.2% | +244.4% | +48.8% | +123.8% |
| All | +684.6% | +248.3% | +436.4% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling