+178.1%
MCD vs EPAM
+66.7%
+111.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -2.8% | +2.0% | -4.8% | -3.1% |
| 30D | -6.0% | +6.5% | -12.5% | -7.0% |
| 3M | -5.6% | +19.9% | -25.5% | -8.2% |
| 6M | -21.9% | -16.9% | -4.9% | -20.7% |
| YTD | -14.7% | -42.9% | +28.2% | -9.9% |
| 1Y | -17.3% | -30.4% | +13.1% | -15.0% |
| 3Y | -2.2% | -54.7% | +52.6% | +3.9% |
| 5Y | +20.3% | -81.8% | +102.1% | +41.0% |
| All | +178.1% | +66.7% | +111.4% | +106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling