+254.1%
MP vs EPAM
-36.9%
+291.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.8% | +5.8% |
| 7D | -10.5% | +13.4% | -23.9% | -13.7% |
| 30D | -23.5% | +47.1% | -70.6% | -30.9% |
| 3M | -25.4% | +71.2% | -96.6% | -35.3% |
| 6M | -51.3% | +48.9% | -100.2% | -57.0% |
| YTD | -29.9% | -22.2% | -7.7% | -27.4% |
| 1Y | -31.8% | -5.2% | -26.7% | -33.3% |
| 3Y | +127.0% | -34.9% | +161.9% | +136.2% |
| 5Y | -3.3% | -77.4% | +74.1% | +38.5% |
| All | +254.1% | -36.9% | +291.0% | +264.4% |
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