+79.4%
TWLO vs MXL
+363.1%
-283.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -7.0% | +0.3% |
| 7D | +0.2% | +19.0% | -18.8% | -0.5% |
| 30D | -9.1% | +4.5% | -13.6% | -9.5% |
| 3M | +11.0% | -1.5% | +12.5% | +10.0% |
| 6M | +79.4% | +348.6% | -269.2% | +48.7% |
| All | +79.4% | +363.1% | -283.8% | +48.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling