-94.4%
MARA vs EPAM
+647.5%
-741.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.1% | +5.2% |
| 7D | +3.3% | +9.1% | -5.8% | -3.8% |
| 30D | -31.2% | +38.5% | -69.7% | -42.9% |
| 3M | -34.2% | +61.0% | -95.1% | -49.6% |
| 6M | -48.7% | +58.0% | -106.7% | -62.1% |
| YTD | -26.1% | -23.5% | -2.6% | -24.3% |
| 1Y | -58.2% | -10.5% | -47.6% | -60.4% |
| 3Y | -28.1% | -33.8% | +5.8% | -24.2% |
| 5Y | -91.3% | -78.1% | -13.1% | -85.6% |
| 10Y | -82.1% | +157.7% | -239.8% | -85.4% |
| All | -94.4% | +647.5% | -741.9% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling