+1,791.8%
MPWR vs EPAM
+168.6%
+1,623.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -4.0% |
| 7D | +2.2% | +18.8% | -16.6% | -6.4% |
| 30D | -2.1% | +44.9% | -47.0% | -17.7% |
| 3M | -1.6% | +68.6% | -70.1% | -23.2% |
| 6M | -14.9% | +65.4% | -80.4% | -36.4% |
| YTD | +50.5% | -19.9% | +70.4% | +51.6% |
| 1Y | +40.0% | -10.0% | +50.0% | +33.2% |
| 3Y | +175.0% | -30.3% | +205.2% | +173.6% |
| 5Y | +162.0% | -75.7% | +237.6% | +306.3% |
| 10Y | +1,791.8% | +167.2% | +1,624.7% | +490.3% |
| All | +1,791.8% | +168.6% | +1,623.2% | +490.3% |
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