+534.5%
MPC vs EPAM
-77.4%
+611.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.6% | -0.9% |
| 7D | -16.2% | +13.4% | -29.6% | -17.1% |
| 30D | -15.7% | +47.1% | -62.8% | -18.4% |
| 3M | +24.9% | +71.2% | -46.3% | +19.4% |
| 6M | +52.7% | +48.9% | +3.7% | +46.9% |
| YTD | +131.9% | -22.2% | +154.1% | +133.4% |
| 1Y | +96.6% | -5.2% | +101.8% | +94.8% |
| 3Y | +163.8% | -34.9% | +198.7% | +163.1% |
| All | +534.5% | -77.4% | +611.9% | +570.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling