+131.0%
MCHP vs EPAM
+163.7%
-32.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.9% |
| 7D | -19.2% | +9.1% | -28.3% | -23.1% |
| 30D | -18.6% | +38.5% | -57.1% | -29.3% |
| 3M | -26.9% | +61.0% | -87.9% | -40.5% |
| 6M | -37.2% | +58.0% | -95.3% | -50.3% |
| YTD | -1.8% | -23.5% | +21.6% | +1.5% |
| 1Y | +12.1% | -10.5% | +22.7% | +8.7% |
| 3Y | -10.0% | -33.8% | +23.8% | -6.6% |
| 5Y | -17.3% | -78.1% | +60.8% | +27.5% |
| 10Y | +131.0% | +157.7% | -26.7% | -14.6% |
| All | +131.0% | +163.7% | -32.7% | -14.6% |
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 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