+226.9%
MTZ vs EPAM
-31.1%
+258.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +20.6% | -25.8% | -6.1% |
| 7D | -10.6% | +23.0% | -33.6% | -11.6% |
| 30D | -30.4% | +51.6% | -82.0% | -32.2% |
| 3M | -40.4% | +50.8% | -91.2% | -42.1% |
| 6M | -63.7% | +51.1% | -114.8% | -64.5% |
| YTD | -26.9% | -19.1% | -7.8% | -19.5% |
| 1Y | -20.2% | +3.0% | -23.1% | -17.9% |
| All | +226.9% | -31.1% | +258.0% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling