+64.3%
TWLO vs MKC
-18.2%
+82.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.6% | +1.5% |
| 7D | -15.9% | +9.6% | -25.5% | -13.4% |
| 30D | -29.0% | +12.0% | -41.1% | -26.3% |
| 3M | +10.0% | -2.0% | +12.0% | +10.7% |
| 6M | +12.6% | +7.2% | +5.4% | +17.0% |
| YTD | +50.1% | -23.7% | +73.8% | +46.7% |
| 1Y | +64.3% | -18.3% | +82.6% | +58.5% |
| All | +64.3% | -18.2% | +82.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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