-82.2%
MARA vs EPAM
+157.4%
-239.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +10.1% | +2.4% | +7.7% | +8.8% |
| 30D | -15.1% | +42.3% | -57.4% | -32.8% |
| 3M | -24.1% | +60.7% | -84.8% | -44.4% |
| 6M | -45.2% | +80.5% | -125.7% | -64.5% |
| YTD | -22.2% | -20.4% | -1.8% | -21.5% |
| 1Y | -45.3% | -9.6% | -35.7% | -49.0% |
| 3Y | -23.9% | -30.5% | +6.6% | -21.8% |
| 5Y | -90.8% | -75.7% | -15.1% | -82.9% |
| All | -82.2% | +157.4% | -239.5% | -90.3% |
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