+595.4%
TWLO vs MLM
+140.5%
+454.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.8% |
| 7D | +2.8% | -5.8% | +8.6% | +5.2% |
| 30D | -22.4% | +9.8% | -32.2% | -25.5% |
| 3M | -14.2% | -5.2% | -9.1% | -13.0% |
| 6M | +10.5% | -10.3% | +20.8% | +13.5% |
| YTD | +54.3% | -15.5% | +69.8% | +60.9% |
| 1Y | +68.0% | -15.0% | +83.0% | +74.8% |
| 3Y | +273.0% | +17.5% | +255.6% | +233.1% |
| 5Y | -26.3% | +30.5% | -56.9% | -37.9% |
| 10Y | +595.4% | +145.5% | +449.9% | +327.6% |
| All | +595.4% | +140.5% | +454.9% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling