+240.8%
TWLO vs MXL
+222.8%
+18.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -2.4% |
| 7D | -2.4% | +18.9% | -21.3% | -4.2% |
| 30D | -7.8% | +0.3% | -8.1% | -8.3% |
| 3M | +10.0% | -8.0% | +18.1% | +8.1% |
| 6M | +79.5% | +341.2% | -261.8% | +34.7% |
| YTD | +59.8% | +327.8% | -268.0% | +19.8% |
| 1Y | +121.7% | +364.9% | -243.2% | +62.7% |
| 3Y | +240.8% | +229.2% | +11.6% | +145.7% |
| All | +240.8% | +222.8% | +18.0% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling