+572.9%
TWLO vs MUB
+21.8%
+551.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +4.5% | -1.3% | +5.8% | +6.4% |
| 30D | -22.1% | +2.2% | -24.3% | -24.6% |
| 3M | -15.3% | -1.6% | -13.7% | -13.4% |
| 6M | +9.7% | -1.3% | +10.9% | +11.6% |
| YTD | +48.5% | -0.7% | +49.1% | +50.0% |
| 1Y | +70.3% | -0.2% | +70.5% | +71.0% |
| 3Y | +261.4% | +9.6% | +251.8% | +217.2% |
| 5Y | -30.6% | +2.6% | -33.1% | -34.0% |
| All | +572.9% | +21.8% | +551.0% | +592.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling