+1,222.1%
MTZ vs EPAM
+751.2%
+470.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.6% |
| 7D | -1.6% | +2.0% | -3.5% | -2.0% |
| 30D | -11.1% | +6.5% | -17.6% | -12.6% |
| 3M | -36.7% | +19.9% | -56.6% | -40.1% |
| 6M | -21.9% | -16.9% | -5.0% | -20.5% |
| YTD | +9.1% | -42.9% | +52.0% | +19.5% |
| 1Y | +30.0% | -30.4% | +60.3% | +35.2% |
| 3Y | +138.5% | -54.7% | +193.2% | +166.8% |
| 5Y | +158.3% | -81.8% | +240.2% | +227.9% |
| 10Y | +700.8% | +65.5% | +635.3% | +448.7% |
| All | +1,222.1% | +751.2% | +470.9% | +481.7% |
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