+173.0%
MTB vs EPAM
+65.2%
+107.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | -4.2% | +18.4% | -22.5% | -7.2% |
| 3M | +7.8% | +19.2% | -11.4% | +3.5% |
| 6M | +14.8% | -21.0% | +35.8% | +18.5% |
| YTD | +20.8% | -43.7% | +64.5% | +31.7% |
| 1Y | +23.1% | -29.9% | +53.0% | +28.3% |
| 3Y | +114.8% | -56.5% | +171.4% | +138.0% |
| 5Y | +103.3% | -81.7% | +185.0% | +147.6% |
| 10Y | +173.0% | +64.5% | +108.5% | +76.8% |
| All | +173.0% | +65.2% | +107.7% | +76.8% |
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 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