+702.8%
TWLO vs MXL
+259.8%
+443.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.4% |
| 7D | -3.9% | +16.6% | -20.5% | -7.2% |
| 30D | -9.7% | +0.5% | -10.2% | -10.8% |
| 3M | +11.6% | -3.6% | +15.2% | +6.0% |
| 6M | +84.7% | +328.0% | -243.3% | +9.0% |
| YTD | +62.5% | +297.8% | -235.3% | -3.1% |
| 1Y | +121.7% | +339.4% | -217.7% | +26.9% |
| 3Y | +253.0% | +201.7% | +51.2% | +92.0% |
| 5Y | -32.5% | +32.8% | -65.3% | -54.6% |
| 10Y | +312.7% | +274.8% | +37.9% | +73.7% |
| All | +702.8% | +259.8% | +443.0% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling