+576.0%
TWLO vs MLM
+140.0%
+436.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | +5.6% | -2.0% | +7.6% | +6.4% |
| 30D | -24.6% | +9.5% | -34.1% | -27.6% |
| 3M | -14.0% | -4.7% | -9.2% | -12.9% |
| 6M | +10.1% | -10.7% | +20.8% | +13.2% |
| YTD | +49.2% | -16.6% | +65.8% | +56.4% |
| 1Y | +65.2% | -15.4% | +80.6% | +72.1% |
| 3Y | +260.7% | +15.9% | +244.7% | +223.7% |
| 5Y | -30.2% | +27.1% | -57.4% | -40.6% |
| All | +576.0% | +140.0% | +436.1% | +315.0% |
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