+64.3%
TWLO vs MTUM
+9.7%
+54.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.7% |
| 7D | -15.9% | -10.1% | -5.8% | -11.9% |
| 30D | -29.0% | -15.6% | -13.5% | -24.4% |
| 3M | +10.0% | -12.7% | +22.8% | +16.1% |
| 6M | +12.6% | -3.7% | +16.3% | +11.8% |
| YTD | +50.1% | +9.4% | +40.7% | +37.9% |
| 1Y | +64.3% | +10.2% | +54.0% | +49.7% |
| All | +64.3% | +9.7% | +54.6% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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