+116.8%
MTUM vs EPAM
-56.4%
+173.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | +4.1% | -0.9% | +5.0% | +4.2% |
| 30D | -0.2% | +18.4% | -18.6% | -1.5% |
| 3M | -1.9% | +19.2% | -21.1% | -3.4% |
| 6M | +28.1% | -21.0% | +49.0% | +33.5% |
| YTD | +23.6% | -43.7% | +67.3% | +35.2% |
| 1Y | +26.1% | -29.9% | +56.0% | +32.3% |
| 3Y | +116.8% | -56.5% | +173.4% | +138.0% |
| All | +116.8% | -56.4% | +173.2% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling