+875.5%
MDB vs EPAM
+76.3%
+799.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +4.7% |
| 7D | -11.4% | +13.4% | -24.7% | -19.1% |
| 30D | -13.8% | +47.1% | -60.9% | -31.9% |
| 3M | -15.5% | +71.2% | -86.6% | -38.6% |
| 6M | +17.9% | +48.9% | -31.0% | -9.9% |
| YTD | -25.5% | -22.2% | -3.2% | -20.4% |
| 1Y | -12.1% | -5.2% | -6.9% | -15.8% |
| 3Y | -5.9% | -34.9% | +29.1% | +1.5% |
| 5Y | -43.7% | -77.4% | +33.7% | +4.9% |
| All | +875.5% | +76.3% | +799.1% | +360.3% |
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