-7.5%
MDB vs EPAM
-9.8%
+2.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.1% |
| 7D | +3.0% | +18.5% | -15.6% | -3.9% |
| 30D | -11.3% | +44.0% | -55.4% | -24.8% |
| 3M | -23.0% | +63.0% | -86.0% | -38.7% |
| 6M | +14.8% | +67.3% | -52.5% | -10.6% |
| YTD | -19.4% | -20.5% | +1.1% | -10.0% |
| All | -7.5% | -9.8% | +2.3% | -13.2% |
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