-6.4%
MDB vs EPAM
-54.6%
+48.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.1% |
| 7D | -17.4% | +2.0% | -19.4% | -18.1% |
| 30D | -2.0% | +6.5% | -8.6% | -5.2% |
| 3M | -3.0% | +19.9% | -22.9% | -11.5% |
| 6M | +48.7% | -16.9% | +65.6% | +58.1% |
| YTD | -12.1% | -42.9% | +30.7% | +7.7% |
| 1Y | +14.5% | -30.4% | +44.9% | +29.4% |
| All | -6.4% | -54.6% | +48.1% | +17.1% |
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