+942.1%
MDB vs EPAM
+80.6%
+861.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +6.8% | +2.4% | +4.4% | +5.4% |
| 30D | -6.2% | +42.3% | -48.5% | -24.6% |
| 3M | -29.2% | +60.7% | -89.9% | -47.0% |
| 6M | +10.3% | +80.5% | -70.2% | -23.7% |
| YTD | -20.4% | -20.4% | 0.0% | -16.1% |
| 1Y | -4.8% | -9.6% | +4.8% | -6.4% |
| 3Y | -11.6% | -30.5% | +18.9% | -8.1% |
| 5Y | -41.0% | -75.7% | +34.7% | +4.6% |
| All | +942.1% | +80.6% | +861.5% | +385.3% |
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 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