+445.3%
MP vs EPAM
-53.6%
+498.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.0% |
| 7D | -2.9% | +2.0% | -4.8% | -3.4% |
| 30D | +13.8% | +6.5% | +7.3% | +11.6% |
| 3M | -16.7% | +19.9% | -36.6% | -21.7% |
| 6M | -11.5% | -16.9% | +5.4% | -8.8% |
| YTD | +7.9% | -42.9% | +50.8% | +21.7% |
| 1Y | -15.0% | -30.4% | +15.3% | -10.1% |
| 3Y | +153.5% | -54.7% | +208.2% | +192.2% |
| 5Y | +58.7% | -81.8% | +140.5% | +139.5% |
| All | +445.3% | -53.6% | +498.9% | +510.9% |
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