+79.7%
MTUM vs EPAM
-81.8%
+161.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.1% | -2.2% | +6.3% | +4.3% |
| 30D | +0.6% | +17.8% | -17.1% | -1.1% |
| 3M | -0.6% | +19.9% | -20.5% | -3.1% |
| 6M | +25.3% | -21.6% | +46.9% | +28.6% |
| YTD | +23.8% | -44.0% | +67.8% | +32.2% |
| 1Y | +25.4% | -30.5% | +55.9% | +29.6% |
| 3Y | +117.3% | -56.8% | +174.0% | +133.6% |
| 5Y | +79.7% | -81.7% | +161.4% | +108.4% |
| All | +79.7% | -81.8% | +161.4% | +108.4% |
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