+259.1%
MP vs EPAM
-45.6%
+304.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.9% |
| 7D | -12.5% | +0.8% | -13.4% | -12.8% |
| 30D | -23.3% | +24.9% | -48.3% | -27.5% |
| 3M | -24.4% | +22.6% | -46.9% | -28.7% |
| 6M | -45.8% | +24.2% | -70.0% | -49.7% |
| YTD | -28.9% | -33.0% | +4.0% | -23.3% |
| 1Y | -34.6% | -13.3% | -21.3% | -34.4% |
| 3Y | +118.7% | -42.9% | +161.6% | +135.7% |
| 5Y | -3.1% | -80.8% | +77.8% | +45.5% |
| All | +259.1% | -45.6% | +304.7% | +285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling