+24.9%
MGY vs EPAM
-56.4%
+81.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | +10.1% | +18.4% | -8.2% | +8.0% |
| 3M | -1.5% | +19.2% | -20.7% | -4.0% |
| 6M | -4.9% | -21.0% | +16.0% | -2.2% |
| YTD | +27.7% | -43.7% | +71.4% | +36.9% |
| 1Y | +20.1% | -29.9% | +49.9% | +23.4% |
| 3Y | +24.9% | -56.5% | +81.4% | +25.2% |
| All | +24.9% | -56.4% | +81.2% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling