+367.3%
MDY vs EPAM
+751.2%
-383.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | +0.1% | +2.0% | -1.8% | -0.3% |
| 30D | -1.5% | +6.5% | -8.0% | -3.2% |
| 3M | +0.8% | +19.9% | -19.2% | -4.0% |
| 6M | +7.4% | -16.9% | +24.4% | +9.9% |
| YTD | +15.2% | -42.9% | +58.1% | +26.3% |
| 1Y | +16.5% | -30.4% | +46.9% | +22.0% |
| 3Y | +46.8% | -54.7% | +101.5% | +63.2% |
| 5Y | +46.0% | -81.8% | +127.8% | +82.5% |
| 10Y | +172.1% | +65.5% | +106.6% | +103.4% |
| All | +367.3% | +751.2% | -383.9% | +184.4% |
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