-90.5%
MARA vs EPAM
+457.9%
-548.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.4% |
| 7D | +6.0% | +2.0% | +4.0% | +5.2% |
| 30D | +0.6% | +6.5% | -5.9% | -3.0% |
| 3M | -18.5% | +19.9% | -38.4% | -28.0% |
| 6M | +21.7% | -16.9% | +38.7% | +26.8% |
| YTD | +25.9% | -42.9% | +68.8% | +54.4% |
| 1Y | -25.1% | -30.4% | +5.2% | -17.3% |
| 3Y | -5.7% | -54.7% | +49.0% | +24.0% |
| 5Y | -73.9% | -81.8% | +7.9% | -50.7% |
| 10Y | -75.6% | +65.5% | -141.1% | -75.6% |
| All | -90.5% | +457.9% | -548.4% | -91.6% |
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