+61.6%
MDT vs EPAM
+163.7%
-102.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.2% |
| 7D | +3.5% | +9.1% | -5.5% | +1.8% |
| 30D | +16.2% | +38.5% | -22.3% | +10.1% |
| 3M | +18.9% | +61.0% | -42.1% | +9.9% |
| 6M | +37.3% | +58.0% | -20.7% | +26.3% |
| YTD | +9.7% | -23.5% | +33.2% | +12.0% |
| 1Y | +15.2% | -10.5% | +25.7% | +14.6% |
| 3Y | +61.8% | -33.8% | +95.6% | +63.8% |
| 5Y | -1.4% | -78.1% | +76.8% | +19.6% |
| 10Y | +61.6% | +157.7% | -96.1% | -8.8% |
| All | +61.6% | +163.7% | -102.1% | -8.8% |
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