+199.8%
MGY vs EPAM
+39.8%
+160.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | +2.1% | +2.0% | +0.1% | +1.8% |
| 30D | +13.8% | +6.5% | +7.3% | +12.3% |
| 3M | -4.3% | +19.9% | -24.2% | -7.7% |
| 6M | -5.1% | -16.9% | +11.9% | -3.3% |
| YTD | +24.8% | -42.9% | +67.7% | +33.8% |
| 1Y | +11.8% | -30.4% | +42.2% | +15.6% |
| 3Y | +23.5% | -54.7% | +78.2% | +33.0% |
| 5Y | +87.5% | -81.8% | +169.3% | +132.9% |
| All | +199.8% | +39.8% | +160.0% | +106.6% |
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