-38.6%
MP vs EPAM
+4.5%
-43.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +20.6% | -26.7% | -4.7% |
| 7D | -19.0% | +23.0% | -42.0% | -17.7% |
| 30D | -30.5% | +51.6% | -82.1% | -29.2% |
| 3M | -29.6% | +50.8% | -80.4% | -28.5% |
| 6M | -50.4% | +51.1% | -101.6% | -47.7% |
| YTD | -33.2% | -19.1% | -14.1% | -24.7% |
| 1Y | -38.6% | +3.0% | -41.6% | -49.2% |
| All | -38.6% | +4.5% | -43.1% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling