+332.6%
MNST vs EPAM
+167.8%
+164.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -1.4% |
| 7D | -3.9% | +18.8% | -22.7% | -6.9% |
| 30D | +3.9% | +44.9% | -41.1% | -2.6% |
| 3M | -0.8% | +68.6% | -69.4% | -9.4% |
| 6M | +5.1% | +65.4% | -60.3% | -4.6% |
| YTD | +18.3% | -19.9% | +38.2% | +20.1% |
| 1Y | +29.5% | -10.0% | +39.5% | +28.6% |
| 3Y | +64.0% | -30.3% | +94.3% | +64.6% |
| 5Y | +97.2% | -75.7% | +172.8% | +136.2% |
| All | +332.6% | +167.8% | +164.9% | +147.8% |
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