+41.7%
MDT vs EPAM
+67.7%
-26.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | +3.2% | +2.0% | +1.3% | +2.9% |
| 30D | +9.5% | +6.5% | +3.0% | +8.1% |
| 3M | +16.0% | +19.9% | -4.0% | +12.1% |
| 6M | +0.2% | -16.9% | +17.1% | +2.1% |
| YTD | -0.3% | -42.9% | +42.6% | +6.9% |
| 1Y | +4.7% | -30.4% | +35.1% | +8.5% |
| 3Y | +26.5% | -54.7% | +81.3% | +36.4% |
| 5Y | -18.2% | -81.8% | +63.6% | +0.3% |
| All | +41.7% | +67.7% | -26.0% | -9.1% |
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