+834.3%
MTZ vs EPAM
+899.0%
-64.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.6% | -14.8% | -15.3% |
| 7D | -7.4% | +0.8% | -8.2% | -7.5% |
| 30D | -23.6% | +24.9% | -48.5% | -27.1% |
| 3M | -38.3% | +22.6% | -60.9% | -41.3% |
| 6M | -60.6% | +24.2% | -84.8% | -63.3% |
| YTD | -22.9% | -33.0% | +10.1% | -18.6% |
| 1Y | -14.3% | -13.3% | -1.0% | -15.0% |
| 3Y | +225.0% | -42.9% | +267.9% | +244.7% |
| 5Y | +87.2% | -80.8% | +168.0% | +136.9% |
| 10Y | +470.1% | +122.5% | +347.6% | +266.6% |
| All | +834.3% | +899.0% | -64.7% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling