+13.3%
MCD vs EPAM
-31.2%
+44.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | 0.0% |
| 7D | +7.3% | +18.8% | -11.5% | +6.0% |
| 30D | +20.0% | +44.9% | -25.0% | +17.0% |
| 3M | +3.8% | +68.6% | -64.8% | +0.3% |
| 6M | +3.8% | +65.4% | -61.7% | -0.1% |
| YTD | -5.9% | -19.9% | +14.0% | -6.3% |
| 1Y | -3.2% | -10.0% | +6.8% | -4.4% |
| 3Y | +13.3% | -30.3% | +43.5% | +15.4% |
| All | +13.3% | -31.2% | +44.5% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling