+195.2%
MCD vs EPAM
+158.4%
+36.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | +16.0% | +41.8% | -25.8% | +10.8% |
| 3M | 0.0% | +63.4% | -63.4% | -6.3% |
| 6M | +0.9% | +72.2% | -71.3% | -6.6% |
| YTD | -8.7% | -20.0% | +11.3% | -7.8% |
| 1Y | -8.6% | -9.0% | +0.5% | -9.2% |
| 3Y | +9.9% | -30.4% | +40.2% | +10.2% |
| 5Y | +22.6% | -75.6% | +98.2% | +39.7% |
| All | +195.2% | +158.4% | +36.8% | +100.3% |
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