-31.3%
MARA vs EPAM
-33.7%
+2.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.9% | +11.8% | +8.9% |
| 7D | -6.2% | +13.4% | -19.6% | -10.7% |
| 30D | -38.7% | +47.1% | -85.8% | -46.8% |
| 3M | -40.4% | +71.2% | -111.5% | -51.3% |
| 6M | -51.3% | +48.9% | -100.2% | -59.0% |
| YTD | -29.3% | -22.2% | -7.0% | -20.2% |
| 1Y | -60.2% | -5.2% | -55.0% | -59.9% |
| 3Y | -31.3% | -34.9% | +3.7% | -7.3% |
| All | -31.3% | -33.7% | +2.4% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling