+155.1%
MTCH vs EPAM
+165.6%
-10.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | +3.5% | +18.5% | -15.0% | -2.9% |
| 30D | +0.3% | +44.0% | -43.8% | -11.8% |
| 3M | +13.7% | +63.0% | -49.3% | -4.3% |
| 6M | +17.6% | +67.3% | -49.7% | -3.3% |
| YTD | +31.8% | -20.5% | +52.4% | +36.8% |
| 1Y | +29.2% | -9.6% | +38.9% | +28.4% |
| 3Y | +46.7% | -30.8% | +77.5% | +48.6% |
| 5Y | -70.9% | -75.6% | +4.7% | -60.2% |
| 10Y | +155.1% | +159.6% | -4.5% | -4.1% |
| All | +155.1% | +165.6% | -10.6% | -4.1% |
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