+173.6%
MDY vs EPAM
+163.7%
+9.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.5% |
| 7D | +0.7% | +9.1% | -8.4% | -1.8% |
| 30D | +1.3% | +38.5% | -37.2% | -6.3% |
| 3M | -4.1% | +61.0% | -65.0% | -14.4% |
| 6M | +1.0% | +58.0% | -57.0% | -10.9% |
| YTD | +13.3% | -23.5% | +36.8% | +16.7% |
| 1Y | +15.7% | -10.5% | +26.3% | +14.7% |
| 3Y | +59.6% | -33.8% | +93.4% | +63.3% |
| 5Y | +36.3% | -78.1% | +114.5% | +75.8% |
| 10Y | +173.6% | +157.7% | +15.9% | +48.0% |
| All | +173.6% | +163.7% | +9.9% | +48.0% |
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