+709.2%
TWLO vs MUB
+18.7%
+690.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.2% |
| 7D | -2.0% | -0.9% | -1.2% | -0.9% |
| 30D | +20.6% | -1.4% | +22.0% | +23.1% |
| 3M | -1.5% | -2.2% | +0.6% | +1.5% |
| 6M | +89.4% | -1.9% | +91.3% | +94.7% |
| YTD | +63.8% | -0.8% | +64.6% | +65.9% |
| 1Y | +119.7% | +2.7% | +117.0% | +112.6% |
| 3Y | +256.1% | +8.6% | +247.5% | +219.8% |
| 5Y | -36.6% | +2.0% | -38.6% | -39.2% |
| 10Y | +304.3% | +17.9% | +286.4% | +298.4% |
| All | +709.2% | +18.7% | +690.5% | +735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling