+1,079.5%
MPC vs EPAM
+170.1%
+909.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -0.5% |
| 7D | -16.2% | +13.4% | -29.6% | -18.7% |
| 30D | -15.7% | +47.1% | -62.8% | -22.4% |
| 3M | +24.9% | +71.2% | -46.3% | +11.4% |
| 6M | +52.7% | +48.9% | +3.7% | +38.4% |
| YTD | +131.9% | -22.2% | +154.1% | +137.1% |
| 1Y | +96.6% | -5.2% | +101.8% | +92.5% |
| 3Y | +163.8% | -34.9% | +198.7% | +168.5% |
| 5Y | +533.1% | -77.4% | +610.5% | +710.9% |
| All | +1,079.5% | +170.1% | +909.3% | +452.2% |
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 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