+297.4%
MMM vs EPAM
+1,105.1%
-807.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.8% | -6.3% |
| 7D | +5.9% | +23.0% | -17.1% | +2.1% |
| 30D | +14.7% | +51.6% | -36.8% | +7.1% |
| 3M | +3.6% | +50.8% | -47.2% | -3.7% |
| 6M | +32.7% | +51.1% | -18.4% | +22.6% |
| YTD | +18.9% | -19.1% | +38.1% | +20.3% |
| 1Y | +16.4% | +3.0% | +13.4% | +13.0% |
| 3Y | +159.8% | -31.2% | +191.0% | +162.4% |
| 5Y | +47.2% | -76.5% | +123.7% | +66.1% |
| 10Y | +86.5% | +168.4% | -82.0% | +35.8% |
| All | +297.4% | +1,105.1% | -807.7% | +148.6% |
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