+211.3%
MCD vs EPAM
+163.7%
+47.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.0% |
| 7D | +5.9% | +9.1% | -3.1% | +4.6% |
| 30D | +19.6% | +38.5% | -18.8% | +14.6% |
| 3M | +3.3% | +61.0% | -57.7% | -3.0% |
| 6M | +3.5% | +58.0% | -54.6% | -3.3% |
| YTD | -6.1% | -23.5% | +17.3% | -4.7% |
| 1Y | -3.7% | -10.5% | +6.9% | -4.2% |
| 3Y | +13.4% | -33.8% | +47.2% | +14.4% |
| 5Y | +25.2% | -78.1% | +103.3% | +45.8% |
| 10Y | +211.3% | +157.7% | +53.5% | +117.2% |
| All | +211.3% | +163.7% | +47.6% | +117.2% |
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 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