+69.4%
MTZ vs EPAM
-77.2%
+146.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +20.6% | -25.8% | -7.5% |
| 7D | -10.6% | +23.0% | -33.6% | -13.0% |
| 30D | -30.4% | +51.6% | -82.0% | -34.1% |
| 3M | -40.4% | +50.8% | -91.2% | -43.8% |
| 6M | -63.7% | +51.1% | -114.8% | -66.0% |
| YTD | -26.9% | -19.1% | -7.8% | -24.5% |
| 1Y | -20.2% | +3.0% | -23.1% | -21.4% |
| 3Y | +208.1% | -31.2% | +239.3% | +218.4% |
| 5Y | +69.4% | -76.5% | +145.9% | +101.9% |
| All | +69.4% | -77.2% | +146.5% | +101.9% |
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 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