+444.4%
MTZ vs EPAM
+165.6%
+278.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | +12.9% | +18.5% | -5.7% | +8.3% |
| 30D | -8.5% | +44.0% | -52.6% | -15.7% |
| 3M | -30.6% | +63.0% | -93.6% | -38.0% |
| 6M | -55.1% | +67.3% | -122.4% | -61.0% |
| YTD | -13.0% | -20.5% | +7.6% | -11.2% |
| 1Y | -4.3% | -9.6% | +5.4% | -5.5% |
| 3Y | +284.0% | -30.8% | +314.9% | +291.2% |
| 5Y | +97.7% | -75.6% | +173.3% | +148.0% |
| 10Y | +444.4% | +159.6% | +284.8% | +138.9% |
| All | +444.4% | +165.6% | +278.8% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling