+501.4%
MTZ vs EPAM
+170.1%
+331.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.9% | +13.4% | +10.3% |
| 7D | -6.4% | +13.4% | -19.8% | -9.3% |
| 30D | -22.1% | +47.1% | -69.1% | -28.5% |
| 3M | -32.7% | +71.2% | -103.9% | -40.5% |
| 6M | -59.8% | +48.9% | -108.7% | -64.1% |
| YTD | -19.9% | -22.2% | +2.3% | -17.8% |
| 1Y | -11.5% | -5.2% | -6.3% | -13.8% |
| 3Y | +258.1% | -34.9% | +293.0% | +270.4% |
| 5Y | +85.5% | -77.4% | +162.9% | +139.1% |
| All | +501.4% | +170.1% | +331.3% | +157.0% |
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