-14.3%
MTZ vs EPAM
-15.2%
+0.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.6% | -14.8% | -15.5% |
| 7D | -7.4% | +0.8% | -8.2% | -7.3% |
| 30D | -23.6% | +24.9% | -48.5% | -19.5% |
| 3M | -38.3% | +22.6% | -60.9% | -35.2% |
| 6M | -60.6% | +24.2% | -84.8% | -56.0% |
| YTD | -22.9% | -33.0% | +10.1% | -16.3% |
| 1Y | -14.3% | -13.3% | -1.0% | -12.9% |
| All | -14.3% | -15.2% | +0.9% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling