+61.3%
MDT vs EPAM
+165.6%
-104.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.2% | +18.5% | -21.7% | -6.0% |
| 30D | +10.5% | +44.0% | -33.5% | +4.1% |
| 3M | +13.0% | +63.0% | -50.0% | +4.2% |
| 6M | +38.7% | +67.3% | -28.6% | +26.4% |
| YTD | +8.5% | -20.5% | +29.0% | +10.1% |
| 1Y | +10.0% | -9.6% | +19.7% | +9.3% |
| 3Y | +58.6% | -30.8% | +89.4% | +59.4% |
| 5Y | -0.3% | -75.6% | +75.3% | +17.6% |
| 10Y | +61.3% | +159.6% | -98.3% | -9.2% |
| All | +61.3% | +165.6% | -104.3% | -9.2% |
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