+1,865.4%
MPWR vs EPAM
+158.4%
+1,707.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | +27.9% | -1.1% | +29.1% | +28.1% |
| 30D | +9.7% | +41.8% | -32.2% | -7.0% |
| 3M | +1.7% | +63.4% | -61.6% | -19.6% |
| 6M | -9.2% | +72.2% | -81.4% | -33.4% |
| YTD | +60.5% | -20.0% | +80.5% | +61.7% |
| 1Y | +52.0% | -9.0% | +61.1% | +43.8% |
| 3Y | +193.1% | -30.4% | +223.5% | +191.8% |
| 5Y | +167.3% | -75.6% | +242.9% | +313.4% |
| All | +1,865.4% | +158.4% | +1,707.0% | +517.2% |
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