+114.8%
MPWR vs EPAM
-77.2%
+192.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +20.6% | -30.9% | -15.4% |
| 7D | -5.6% | +23.0% | -28.6% | -11.5% |
| 30D | -23.2% | +51.6% | -74.8% | -32.2% |
| 3M | -15.8% | +50.8% | -66.6% | -26.5% |
| 6M | -28.5% | +51.1% | -79.7% | -39.0% |
| YTD | +25.5% | -19.1% | +44.6% | +29.7% |
| 1Y | +13.9% | +3.0% | +10.9% | +7.5% |
| 3Y | +134.6% | -31.2% | +165.7% | +142.7% |
| 5Y | +114.8% | -76.5% | +191.3% | +205.6% |
| All | +114.8% | -77.2% | +192.0% | +205.6% |
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