+125.3%
MTB vs EPAM
+163.7%
-38.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.6% |
| 7D | -0.8% | +9.1% | -9.8% | -2.7% |
| 30D | +2.4% | +38.5% | -36.1% | -3.9% |
| 3M | -10.5% | +61.0% | -71.5% | -18.5% |
| 6M | +6.4% | +58.0% | -51.6% | -3.8% |
| YTD | +12.8% | -23.5% | +36.3% | +15.6% |
| 1Y | +23.3% | -10.5% | +33.8% | +22.5% |
| 3Y | +108.2% | -33.8% | +142.1% | +112.5% |
| 5Y | +68.6% | -78.1% | +146.7% | +101.5% |
| 10Y | +125.3% | +157.7% | -32.4% | +35.5% |
| All | +125.3% | +163.7% | -38.4% | +35.5% |
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