+209.8%
MGY vs EPAM
+36.8%
+173.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.8% | -4.5% | +6.3% | +2.5% |
| 30D | +6.5% | +14.6% | -8.1% | +4.3% |
| 3M | +0.3% | +23.1% | -22.8% | -3.6% |
| 6M | -2.4% | -19.5% | +17.1% | -0.1% |
| YTD | +29.0% | -44.1% | +73.1% | +38.8% |
| 1Y | +17.0% | -25.2% | +42.2% | +19.7% |
| 3Y | +26.2% | -56.8% | +83.0% | +36.8% |
| 5Y | +92.3% | -81.7% | +174.1% | +137.5% |
| All | +209.8% | +36.8% | +173.1% | +114.2% |
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