+689.1%
TWLO vs MKC
+23.9%
+665.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +0.2% | -4.3% | +4.5% | +1.1% |
| 30D | -9.1% | -3.1% | -6.0% | -8.6% |
| 3M | +11.0% | +6.8% | +4.2% | +9.1% |
| 6M | +79.4% | -18.3% | +97.7% | +87.0% |
| YTD | +59.7% | -23.1% | +82.8% | +68.2% |
| 1Y | +112.3% | -23.7% | +136.0% | +123.5% |
| 3Y | +247.0% | -31.0% | +278.0% | +271.1% |
| 5Y | -35.6% | -33.5% | -2.0% | -32.1% |
| 10Y | +305.7% | +30.3% | +275.4% | +261.7% |
| All | +689.1% | +23.9% | +665.2% | +626.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling