+241.7%
MNST vs EPAM
+65.3%
+176.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -6.5% | +2.0% | -8.4% | -6.8% |
| 30D | -7.2% | +6.5% | -13.7% | -8.5% |
| 3M | -1.0% | +19.9% | -20.9% | -4.7% |
| 6M | +11.5% | -16.9% | +28.4% | +13.7% |
| YTD | +14.3% | -42.9% | +57.2% | +23.3% |
| 1Y | +38.1% | -30.4% | +68.5% | +43.1% |
| 3Y | +55.0% | -54.7% | +109.7% | +68.3% |
| 5Y | +79.6% | -81.8% | +161.4% | +123.8% |
| All | +241.7% | +65.3% | +176.4% | +107.4% |
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