+1,632.7%
MPWR vs EPAM
+65.3%
+1,567.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.8% |
| 7D | -2.6% | +2.0% | -4.5% | -3.4% |
| 30D | -9.0% | +6.5% | -15.6% | -12.5% |
| 3M | -25.8% | +19.9% | -45.8% | -34.0% |
| 6M | +11.8% | -16.9% | +28.7% | +14.9% |
| YTD | +35.5% | -42.9% | +78.4% | +61.4% |
| 1Y | +45.3% | -30.4% | +75.7% | +55.9% |
| 3Y | +138.5% | -54.7% | +193.2% | +194.3% |
| 5Y | +152.8% | -81.8% | +234.6% | +343.8% |
| All | +1,632.7% | +65.3% | +1,567.4% | +637.5% |
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