+1,513.2%
MELI vs EPAM
+1,091.5%
+421.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.7% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | -21.4% | +41.8% | -63.2% | -32.2% |
| 3M | -19.3% | +63.4% | -82.7% | -34.2% |
| 6M | -6.6% | +72.2% | -78.8% | -26.6% |
| YTD | -26.8% | -20.0% | -6.7% | -25.2% |
| 1Y | -29.9% | -9.0% | -20.8% | -31.8% |
| 3Y | +7.3% | -30.4% | +37.7% | +6.1% |
| 5Y | -7.6% | -75.6% | +68.0% | +25.2% |
| 10Y | +848.9% | +161.2% | +687.7% | +468.7% |
| All | +1,513.2% | +1,091.5% | +421.7% | +656.8% |
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