+303.0%
MNST vs EPAM
+170.1%
+132.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.6% | -3.8% |
| 7D | -3.4% | +13.4% | -16.8% | -5.7% |
| 30D | +6.6% | +47.1% | -40.5% | -0.2% |
| 3M | -2.9% | +71.2% | -74.1% | -11.6% |
| 6M | +18.4% | +48.9% | -30.5% | +9.3% |
| YTD | +19.3% | -22.2% | +41.5% | +21.7% |
| 1Y | +37.9% | -5.2% | +43.1% | +35.6% |
| 3Y | +62.9% | -34.9% | +97.8% | +65.6% |
| 5Y | +99.6% | -77.4% | +177.0% | +143.7% |
| All | +303.0% | +170.1% | +132.9% | +133.9% |
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