+1,166.2%
MPC vs EPAM
+158.4%
+1,007.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +9.4% | -1.1% | +10.5% | +9.6% |
| 30D | -13.4% | +41.8% | -55.3% | -19.7% |
| 3M | +18.9% | +63.4% | -44.5% | +7.0% |
| 6M | +64.9% | +72.2% | -7.3% | +45.2% |
| YTD | +156.8% | -20.0% | +176.8% | +161.1% |
| 1Y | +113.2% | -9.0% | +122.2% | +110.7% |
| 3Y | +201.8% | -30.4% | +232.2% | +202.8% |
| 5Y | +601.4% | -75.6% | +677.0% | +772.3% |
| All | +1,166.2% | +158.4% | +1,007.8% | +489.5% |
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