+301.0%
TWLO vs MXL
+313.4%
-12.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -3.2% |
| 7D | -2.4% | +18.9% | -21.3% | -6.1% |
| 30D | -7.8% | +0.3% | -8.1% | -8.9% |
| 3M | +10.0% | -8.0% | +18.1% | +5.9% |
| 6M | +79.5% | +341.2% | -261.8% | +5.2% |
| YTD | +59.8% | +327.8% | -268.0% | -6.5% |
| 1Y | +121.7% | +364.9% | -243.2% | +25.1% |
| 3Y | +240.8% | +229.2% | +11.6% | +80.9% |
| 5Y | -33.6% | +42.8% | -76.4% | -56.1% |
| All | +301.0% | +313.4% | -12.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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