+102.8%
MTB vs EPAM
-81.9%
+184.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | +1.7% | +2.0% | -0.2% | +1.5% |
| 30D | -4.2% | +6.5% | -10.7% | -5.3% |
| 3M | +8.9% | +19.9% | -11.1% | +5.5% |
| 6M | +10.9% | -16.9% | +27.8% | +12.8% |
| YTD | +21.5% | -42.9% | +64.4% | +29.5% |
| 1Y | +21.9% | -30.4% | +52.3% | +26.0% |
| 3Y | +109.2% | -54.7% | +164.0% | +123.8% |
| All | +102.8% | -81.9% | +184.6% | +111.4% |
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