-5.0%
MCD vs EPAM
-4.9%
0.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.3% |
| 7D | +7.1% | +13.4% | -6.3% | +6.2% |
| 30D | +19.8% | +47.1% | -27.3% | +16.5% |
| 3M | +0.8% | +71.2% | -70.4% | -2.8% |
| 6M | -1.3% | +48.9% | -50.2% | -5.4% |
| YTD | -7.8% | -22.2% | +14.5% | -10.8% |
| 1Y | -5.0% | -5.2% | +0.2% | -7.5% |
| All | -5.0% | -4.9% | 0.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling