-32.3%
TWLO vs MKC
-33.0%
+0.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.7% |
| 7D | -2.4% | -1.5% | -1.0% | -2.4% |
| 30D | -7.8% | -3.1% | -4.7% | -7.7% |
| 3M | +10.0% | +5.2% | +4.8% | +9.8% |
| 6M | +79.5% | -12.8% | +92.3% | +81.4% |
| YTD | +59.8% | -23.3% | +83.1% | +63.4% |
| 1Y | +121.7% | -24.1% | +145.8% | +126.6% |
| 3Y | +240.8% | -32.1% | +272.9% | +251.9% |
| All | -32.3% | -33.0% | +0.7% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling