+341.4%
MTB vs EPAM
+751.2%
-409.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +1.7% | +2.0% | -0.2% | +1.4% |
| 30D | -4.2% | +6.5% | -10.7% | -5.6% |
| 3M | +8.9% | +19.9% | -11.1% | +4.7% |
| 6M | +10.9% | -16.9% | +27.8% | +13.1% |
| YTD | +21.5% | -42.9% | +64.4% | +31.1% |
| 1Y | +21.9% | -30.4% | +52.3% | +26.8% |
| 3Y | +109.2% | -54.7% | +164.0% | +128.4% |
| 5Y | +102.0% | -81.8% | +183.8% | +139.0% |
| 10Y | +171.9% | +65.5% | +106.5% | +108.0% |
| All | +341.4% | +751.2% | -409.8% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling