+155.2%
MPWR vs EPAM
-81.9%
+237.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.5% |
| 7D | -2.6% | +2.0% | -4.5% | -3.1% |
| 30D | -9.0% | +6.5% | -15.6% | -11.4% |
| 3M | -25.8% | +19.9% | -45.8% | -31.4% |
| 6M | +11.8% | -16.9% | +28.7% | +15.2% |
| YTD | +35.5% | -42.9% | +78.4% | +56.4% |
| 1Y | +45.3% | -30.4% | +75.7% | +55.0% |
| 3Y | +138.5% | -54.7% | +193.2% | +182.9% |
| All | +155.2% | -81.9% | +237.1% | +274.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling