+108.8%
MNST vs EPAM
-77.2%
+186.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +20.6% | -22.5% | -3.6% |
| 7D | +3.2% | +23.0% | -19.8% | +1.2% |
| 30D | +10.6% | +51.6% | -41.0% | +6.5% |
| 3M | +1.3% | +50.8% | -49.5% | -2.6% |
| 6M | +26.2% | +51.1% | -24.9% | +20.9% |
| YTD | +24.8% | -19.1% | +43.9% | +25.9% |
| 1Y | +40.9% | +3.0% | +38.0% | +38.7% |
| 3Y | +72.2% | -31.2% | +103.3% | +73.0% |
| 5Y | +108.8% | -76.5% | +185.3% | +119.3% |
| All | +108.8% | -77.2% | +186.0% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling