+70.4%
MNST vs EPAM
-31.1%
+101.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +20.6% | -22.5% | -2.8% |
| 7D | +3.2% | +23.0% | -19.8% | +2.1% |
| 30D | +10.6% | +51.6% | -41.0% | +8.3% |
| 3M | +1.3% | +50.8% | -49.5% | -0.9% |
| 6M | +26.2% | +51.1% | -24.9% | +23.2% |
| YTD | +24.8% | -19.1% | +43.9% | +25.9% |
| 1Y | +40.9% | +3.0% | +38.0% | +39.4% |
| All | +70.4% | -31.1% | +101.5% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling