-40.5%
MDB vs EPAM
-75.7%
+35.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +6.8% | +2.4% | +4.4% | +5.7% |
| 30D | -6.2% | +42.3% | -48.5% | -22.0% |
| 3M | -29.2% | +60.7% | -89.9% | -44.6% |
| 6M | +10.3% | +80.5% | -70.2% | -19.2% |
| YTD | -20.4% | -20.4% | 0.0% | -16.3% |
| 1Y | -4.8% | -9.6% | +4.8% | -5.7% |
| 3Y | -11.6% | -30.5% | +18.9% | -7.9% |
| All | -40.5% | -75.7% | +35.2% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling