-29.9%
TWLO vs MNDY
-49.8%
+20.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.5% |
| 7D | -2.4% | -4.6% | +2.2% | -0.7% |
| 30D | -7.8% | +1.0% | -8.8% | -8.8% |
| 3M | +10.0% | +9.1% | +0.9% | +4.4% |
| 6M | +79.5% | +14.2% | +65.2% | +66.8% |
| YTD | +59.8% | -41.1% | +101.0% | +90.9% |
| 1Y | +121.7% | -54.7% | +176.4% | +190.8% |
| 3Y | +240.8% | -50.6% | +291.4% | +276.3% |
| 5Y | -33.6% | -76.7% | +43.1% | -24.9% |
| All | -29.9% | -49.8% | +20.0% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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