+148.1%
MTZ vs EPAM
-54.6%
+202.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.3% |
| 7D | -1.6% | +2.0% | -3.5% | -1.8% |
| 30D | -11.1% | +6.5% | -17.6% | -11.8% |
| 3M | -36.7% | +19.9% | -56.6% | -38.1% |
| 6M | -21.9% | -16.9% | -5.0% | -18.2% |
| YTD | +9.1% | -42.9% | +52.0% | +23.3% |
| 1Y | +30.0% | -30.4% | +60.3% | +38.0% |
| All | +148.1% | -54.6% | +202.7% | +178.5% |
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