+1,120.0%
MPC vs EPAM
+65.3%
+1,054.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | +5.4% | +2.0% | +3.5% | +5.0% |
| 30D | +31.0% | +6.5% | +24.4% | +28.8% |
| 3M | +46.0% | +19.9% | +26.1% | +39.4% |
| 6M | +77.3% | -16.9% | +94.2% | +81.6% |
| YTD | +141.9% | -42.9% | +184.8% | +164.8% |
| 1Y | +120.9% | -30.4% | +151.3% | +131.0% |
| 3Y | +182.7% | -54.7% | +237.4% | +211.1% |
| 5Y | +646.4% | -81.8% | +728.2% | +869.2% |
| All | +1,120.0% | +65.3% | +1,054.7% | +526.1% |
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 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