+75.6%
MMM vs EPAM
+157.4%
-81.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.8% | +2.4% | -3.2% | -1.2% |
| 30D | +11.7% | +42.3% | -30.7% | +4.8% |
| 3M | +1.0% | +60.7% | -59.7% | -7.4% |
| 6M | +26.0% | +80.5% | -54.4% | +12.3% |
| YTD | +16.3% | -20.4% | +36.7% | +18.3% |
| 1Y | +9.6% | -9.6% | +19.2% | +8.9% |
| 3Y | +157.3% | -30.5% | +187.8% | +159.6% |
| 5Y | +42.5% | -75.7% | +118.2% | +65.3% |
| All | +75.6% | +157.4% | -81.8% | +9.1% |
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