-74.9%
MARA vs EPAM
+65.2%
-140.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.4% |
| 7D | +15.6% | -0.9% | +16.5% | +16.3% |
| 30D | +17.2% | +18.4% | -1.1% | +6.7% |
| 3M | -14.2% | +19.2% | -33.4% | -25.7% |
| 6M | +47.7% | -21.0% | +68.6% | +59.6% |
| YTD | +31.7% | -43.7% | +75.5% | +69.2% |
| 1Y | -22.2% | -29.9% | +7.7% | -13.3% |
| 3Y | +8.4% | -56.5% | +65.0% | +52.8% |
| 5Y | -68.3% | -81.7% | +13.4% | -28.0% |
| 10Y | -74.9% | +64.5% | -139.4% | -82.7% |
| All | -74.9% | +65.2% | -140.1% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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