+171.1%
MDY vs EPAM
+65.2%
+105.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | -3.1% | +18.4% | -21.5% | -6.8% |
| 3M | +1.8% | +19.2% | -17.4% | -3.2% |
| 6M | +10.8% | -21.0% | +31.7% | +15.0% |
| YTD | +14.4% | -43.7% | +58.2% | +27.2% |
| 1Y | +15.2% | -29.9% | +45.1% | +21.0% |
| 3Y | +51.2% | -56.5% | +107.7% | +71.4% |
| 5Y | +47.2% | -81.7% | +128.9% | +93.7% |
| 10Y | +171.1% | +64.5% | +106.6% | +63.2% |
| All | +171.1% | +65.2% | +105.9% | +63.2% |
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