+64.3%
TWLO vs MTCH
+27.4%
+36.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -2.3% |
| 7D | -15.9% | -4.4% | -11.5% | -14.1% |
| 30D | -29.0% | -0.3% | -28.8% | -29.0% |
| 3M | +10.0% | -2.0% | +12.0% | +9.8% |
| 6M | +12.6% | +6.4% | +6.1% | +5.6% |
| YTD | +50.1% | +27.3% | +22.7% | +23.5% |
| 1Y | +64.3% | +30.3% | +33.9% | +31.2% |
| All | +64.3% | +27.4% | +36.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling