+80.6%
MMM vs EPAM
+156.9%
-76.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.6% | +18.5% | -21.1% | -5.7% |
| 30D | +17.4% | +44.0% | -26.6% | +9.9% |
| 3M | +3.6% | +63.0% | -59.4% | -5.2% |
| 6M | +33.0% | +67.3% | -34.2% | +20.0% |
| YTD | +19.6% | -20.5% | +40.2% | +21.7% |
| 1Y | +14.0% | -9.6% | +23.7% | +13.3% |
| 3Y | +164.3% | -30.8% | +195.1% | +166.9% |
| 5Y | +49.3% | -75.6% | +125.0% | +73.1% |
| All | +80.6% | +156.9% | -76.3% | +12.3% |
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