+920.8%
MDB vs EPAM
+73.6%
+847.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.4% |
| 7D | -0.9% | +9.1% | -10.0% | -7.7% |
| 30D | -15.2% | +38.5% | -53.7% | -30.8% |
| 3M | -17.9% | +61.0% | -78.9% | -38.5% |
| 6M | +9.3% | +58.0% | -48.7% | -18.9% |
| YTD | -22.0% | -23.5% | +1.5% | -16.1% |
| 1Y | -9.3% | -10.5% | +1.2% | -10.4% |
| 3Y | -10.4% | -33.8% | +23.5% | -4.4% |
| 5Y | -43.2% | -78.1% | +34.9% | +7.8% |
| All | +920.8% | +73.6% | +847.2% | +385.4% |
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