+62.7%
MTB vs EPAM
-77.4%
+140.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.4% |
| 7D | -1.3% | +13.4% | -14.7% | -3.3% |
| 30D | +0.5% | +47.1% | -46.6% | -5.1% |
| 3M | -12.4% | +71.2% | -83.6% | -19.2% |
| 6M | +1.5% | +48.9% | -47.4% | -5.2% |
| YTD | +10.3% | -22.2% | +32.5% | +12.4% |
| 1Y | +22.2% | -5.2% | +27.4% | +20.8% |
| 3Y | +96.9% | -34.9% | +131.9% | +100.4% |
| All | +62.7% | -77.4% | +140.2% | +68.8% |
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 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