-7.7%
MDB vs EPAM
-15.2%
+7.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -16.5% | +0.8% | -17.4% | -17.2% |
| 30D | -8.6% | +24.9% | -33.5% | -18.0% |
| 3M | -13.6% | +22.6% | -36.2% | -22.7% |
| 6M | +24.1% | +24.2% | -0.1% | +10.0% |
| YTD | -21.8% | -33.0% | +11.2% | -6.3% |
| 1Y | -7.7% | -13.3% | +5.6% | -10.3% |
| All | -7.7% | -15.2% | +7.5% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling