+240.8%
TWLO vs MTUM
+114.7%
+126.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.5% |
| 7D | -2.4% | +0.7% | -3.1% | -3.0% |
| 30D | -7.8% | -2.4% | -5.4% | -6.5% |
| 3M | +10.0% | -3.6% | +13.7% | +10.7% |
| 6M | +79.5% | +23.7% | +55.8% | +42.3% |
| YTD | +59.8% | +22.9% | +36.9% | +26.8% |
| 1Y | +121.7% | +21.8% | +99.9% | +77.8% |
| 3Y | +240.8% | +114.4% | +126.4% | +40.4% |
| All | +240.8% | +114.7% | +126.1% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling