-49.1%
MNDY vs EPAM
-76.3%
+27.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.1% | -5.3% |
| 7D | -9.6% | +2.0% | -11.5% | -10.3% |
| 30D | -0.4% | +6.5% | -6.9% | -3.6% |
| 3M | +4.3% | +19.9% | -15.6% | -4.7% |
| 6M | +19.8% | -16.9% | +36.7% | +29.0% |
| YTD | -38.3% | -42.9% | +4.6% | -23.0% |
| 1Y | -50.1% | -30.4% | -19.7% | -43.4% |
| 3Y | -48.4% | -54.7% | +6.3% | -33.1% |
| 5Y | -76.0% | -81.8% | +5.8% | -49.7% |
| All | -49.1% | -76.3% | +27.2% | +17.7% |
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