+25.1%
MPWR vs EPAM
-4.9%
+30.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.1% | +4.2% |
| 7D | -1.7% | +13.4% | -15.1% | +2.5% |
| 30D | -16.5% | +47.1% | -63.6% | -7.9% |
| 3M | -12.3% | +71.2% | -83.5% | 0.0% |
| 6M | -27.7% | +48.9% | -76.7% | -15.3% |
| YTD | +32.0% | -22.2% | +54.2% | +60.2% |
| 1Y | +25.1% | -5.2% | +30.3% | +33.8% |
| All | +25.1% | -4.9% | +30.0% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling