+119.7%
TWLO vs MUB
+2.9%
+116.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.2% |
| 7D | -2.0% | -0.9% | -1.2% | +0.4% |
| 30D | +20.6% | -1.4% | +22.0% | +25.7% |
| 3M | -1.5% | -2.2% | +0.6% | +4.1% |
| 6M | +89.4% | -1.9% | +91.3% | +97.7% |
| YTD | +63.8% | -0.8% | +64.6% | +69.0% |
| 1Y | +119.7% | +2.7% | +117.0% | +120.0% |
| All | +119.7% | +2.9% | +116.9% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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