+361.7%
MDY vs EPAM
+1,084.1%
-722.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +0.2% | +18.5% | -18.3% | -3.7% |
| 30D | +2.1% | +44.0% | -41.9% | -5.7% |
| 3M | -3.6% | +63.0% | -66.6% | -13.5% |
| 6M | +1.7% | +67.3% | -65.6% | -10.4% |
| YTD | +13.8% | -20.5% | +34.3% | +15.8% |
| 1Y | +15.5% | -9.6% | +25.1% | +14.2% |
| 3Y | +58.3% | -30.8% | +89.1% | +60.2% |
| 5Y | +37.4% | -75.6% | +113.1% | +61.3% |
| 10Y | +171.0% | +159.6% | +11.4% | +84.6% |
| All | +361.7% | +1,084.1% | -722.4% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling