+301.0%
TWLO vs MTUM
+357.8%
-56.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -3.1% |
| 7D | -2.4% | +0.7% | -3.1% | -3.4% |
| 30D | -7.8% | -2.4% | -5.4% | -5.6% |
| 3M | +10.0% | -3.6% | +13.7% | +10.6% |
| 6M | +79.5% | +23.7% | +55.8% | +28.2% |
| YTD | +59.8% | +22.9% | +36.9% | +14.1% |
| 1Y | +121.7% | +21.8% | +99.9% | +60.3% |
| 3Y | +240.8% | +114.4% | +126.4% | +11.9% |
| 5Y | -33.6% | +79.6% | -113.2% | -71.1% |
| All | +301.0% | +357.8% | -56.9% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling