+172.4%
MGY vs EPAM
+95.6%
+76.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +3.5% | -1.1% | +4.7% | +3.7% |
| 30D | -3.0% | +41.8% | -44.9% | -8.3% |
| 3M | -7.6% | +63.4% | -71.0% | -14.6% |
| 6M | -14.4% | +72.2% | -86.6% | -22.2% |
| YTD | +13.4% | -20.0% | +33.4% | +15.1% |
| 1Y | +9.2% | -9.0% | +18.2% | +8.4% |
| 3Y | +22.6% | -30.4% | +53.0% | +23.3% |
| 5Y | +33.6% | -75.6% | +109.2% | +60.1% |
| All | +172.4% | +95.6% | +76.8% | +77.7% |
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 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