-8.4%
MDB vs EPAM
-31.1%
+22.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +20.6% | -27.9% | -14.5% |
| 7D | -20.9% | +23.0% | -43.9% | -27.9% |
| 30D | -15.6% | +51.6% | -67.1% | -29.6% |
| 3M | -19.1% | +50.8% | -69.9% | -33.0% |
| 6M | +14.2% | +51.1% | -36.9% | -6.3% |
| YTD | -27.4% | -19.1% | -8.3% | -24.1% |
| 1Y | -13.0% | +3.0% | -16.0% | -17.0% |
| All | -8.4% | -31.1% | +22.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling