+64.3%
TWLO vs MULL
+444.9%
-380.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.8% | +13.6% | +0.5% |
| 7D | -15.9% | -35.9% | +20.0% | -14.4% |
| 30D | -29.0% | -47.3% | +18.3% | -27.6% |
| 3M | +10.0% | -30.6% | +40.6% | +11.4% |
| 6M | +12.6% | +13.7% | -1.1% | +8.1% |
| YTD | +50.1% | +272.1% | -222.0% | +34.4% |
| 1Y | +64.3% | +475.1% | -410.8% | +39.5% |
| All | +64.3% | +444.9% | -380.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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