-35.2%
TWLO vs MLM
+41.9%
-77.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.3% | -3.8% |
| 7D | -2.0% | -2.9% | +0.9% | -0.5% |
| 30D | +20.6% | -6.8% | +27.4% | +25.4% |
| 3M | -1.5% | -11.2% | +9.7% | +3.9% |
| 6M | +89.4% | -21.8% | +111.3% | +114.1% |
| YTD | +63.8% | -17.0% | +80.8% | +76.4% |
| 1Y | +119.7% | -16.4% | +136.1% | +134.4% |
| 3Y | +256.1% | +14.5% | +241.7% | +184.0% |
| All | -35.2% | +41.9% | -77.1% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling