-72.8%
MTCH vs EPAM
-81.7%
+8.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | +10.4% | +18.4% | -7.9% | +5.7% |
| 3M | +21.0% | +19.2% | +1.8% | +14.6% |
| 6M | +36.6% | -21.0% | +57.6% | +43.2% |
| YTD | +29.7% | -43.7% | +73.4% | +47.2% |
| 1Y | +8.6% | -29.9% | +38.5% | +16.2% |
| 3Y | -2.7% | -56.5% | +53.8% | +12.5% |
| All | -72.8% | -81.7% | +8.8% | -64.6% |
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