+157.9%
MTZ vs EPAM
-81.9%
+239.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.4% |
| 7D | -1.6% | +2.0% | -3.5% | -1.9% |
| 30D | -11.1% | +6.5% | -17.6% | -12.0% |
| 3M | -36.7% | +19.9% | -56.6% | -38.8% |
| 6M | -21.9% | -16.9% | -5.0% | -20.2% |
| YTD | +9.1% | -42.9% | +52.0% | +18.0% |
| 1Y | +30.0% | -30.4% | +60.3% | +34.9% |
| 3Y | +138.5% | -54.7% | +193.2% | +161.0% |
| All | +157.9% | -81.9% | +239.8% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling