-7.8%
MP vs EPAM
-77.2%
+69.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +20.6% | -26.7% | -10.3% |
| 7D | -19.0% | +23.0% | -42.0% | -23.1% |
| 30D | -30.5% | +51.6% | -82.1% | -37.2% |
| 3M | -29.6% | +50.8% | -80.4% | -36.7% |
| 6M | -50.4% | +51.1% | -101.6% | -56.1% |
| YTD | -33.2% | -19.1% | -14.1% | -31.2% |
| 1Y | -38.6% | +3.0% | -41.6% | -40.9% |
| 3Y | +105.5% | -31.2% | +136.6% | +111.5% |
| 5Y | -7.8% | -76.5% | +68.7% | +61.2% |
| All | -7.8% | -77.2% | +69.3% | +61.2% |
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 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