+525.0%
MTUM vs EPAM
+660.3%
-135.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +6.6% | +2.4% | +4.2% | +6.1% |
| 30D | -10.8% | +42.3% | -53.1% | -17.3% |
| 3M | -13.8% | +60.7% | -74.4% | -22.2% |
| 6M | -10.7% | +80.5% | -91.2% | -22.7% |
| YTD | +9.1% | -20.4% | +29.4% | +11.0% |
| 1Y | +11.4% | -9.6% | +21.0% | +10.1% |
| 3Y | +88.8% | -30.5% | +119.3% | +90.3% |
| 5Y | +51.7% | -75.7% | +127.4% | +80.9% |
| 10Y | +307.9% | +160.1% | +147.9% | +157.1% |
| All | +525.0% | +660.3% | -135.2% | +230.8% |
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