+599.3%
MTUM vs EPAM
+445.4%
+153.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | +1.7% | +2.0% | -0.2% | +1.3% |
| 30D | -1.7% | +6.5% | -8.2% | -3.3% |
| 3M | -6.3% | +19.9% | -26.3% | -10.9% |
| 6M | +21.8% | -16.9% | +38.8% | +24.4% |
| YTD | +22.0% | -42.9% | +64.9% | +33.7% |
| 1Y | +25.3% | -30.4% | +55.7% | +30.9% |
| 3Y | +112.1% | -54.7% | +166.9% | +135.1% |
| 5Y | +76.2% | -81.8% | +158.0% | +122.6% |
| 10Y | +340.1% | +65.5% | +274.7% | +204.6% |
| All | +599.3% | +445.4% | +153.9% | +298.6% |
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 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