-17.0%
MDLN vs EPAM
-43.7%
+26.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -6.2% | -2.2% | -4.0% | -5.8% |
| 30D | +0.7% | +17.8% | -17.1% | -2.6% |
| 3M | -5.4% | +19.9% | -25.3% | -9.5% |
| 6M | -21.6% | -21.6% | 0.0% | -21.4% |
| YTD | -18.9% | -44.0% | +25.1% | -16.1% |
| All | -17.0% | -43.7% | +26.7% | -14.1% |
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 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