+1,171.8%
MPC vs EPAM
+157.4%
+1,014.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +11.2% | +2.4% | +8.8% | +10.7% |
| 30D | -14.5% | +42.3% | -56.8% | -20.8% |
| 3M | +16.7% | +60.7% | -44.0% | +5.3% |
| 6M | +67.6% | +80.5% | -12.9% | +46.2% |
| YTD | +157.9% | -20.4% | +178.3% | +162.4% |
| 1Y | +116.7% | -9.6% | +126.3% | +114.4% |
| 3Y | +199.8% | -30.5% | +230.2% | +200.8% |
| 5Y | +604.4% | -75.7% | +680.1% | +776.8% |
| All | +1,171.8% | +157.4% | +1,014.4% | +492.5% |
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