+1,542.6%
MPWR vs EPAM
+170.1%
+1,372.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.1% | +6.7% |
| 7D | -1.7% | +13.4% | -15.1% | -8.4% |
| 30D | -16.5% | +47.1% | -63.6% | -30.2% |
| 3M | -12.3% | +71.2% | -83.5% | -31.9% |
| 6M | -27.7% | +48.9% | -76.7% | -43.4% |
| YTD | +32.0% | -22.2% | +54.2% | +34.7% |
| 1Y | +25.1% | -5.2% | +30.3% | +15.8% |
| 3Y | +146.5% | -34.9% | +181.4% | +153.6% |
| 5Y | +126.0% | -77.4% | +203.5% | +266.5% |
| All | +1,542.6% | +170.1% | +1,372.5% | +418.9% |
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