+1,093.9%
MPC vs EPAM
+180.9%
+913.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +20.6% | -24.5% | -7.8% |
| 7D | -12.8% | +23.0% | -35.8% | -16.7% |
| 30D | -12.7% | +51.6% | -64.3% | -20.1% |
| 3M | +27.1% | +50.8% | -23.7% | +15.9% |
| 6M | +45.8% | +51.1% | -5.3% | +31.9% |
| YTD | +134.7% | -19.1% | +153.8% | +138.2% |
| 1Y | +106.0% | +3.0% | +103.1% | +98.4% |
| 3Y | +165.5% | -31.2% | +196.7% | +167.2% |
| 5Y | +540.9% | -76.5% | +617.4% | +714.9% |
| All | +1,093.9% | +180.9% | +913.0% | +454.9% |
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