+25.2%
MCD vs EPAM
-78.1%
+103.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +1.9% |
| 7D | +5.9% | +9.1% | -3.1% | +5.2% |
| 30D | +19.6% | +38.5% | -18.8% | +17.0% |
| 3M | +3.3% | +61.0% | -57.7% | 0.0% |
| 6M | +3.5% | +58.0% | -54.6% | -0.1% |
| YTD | -6.1% | -23.5% | +17.3% | -5.7% |
| 1Y | -3.7% | -10.5% | +6.9% | -4.2% |
| 3Y | +13.4% | -33.8% | +47.2% | +13.6% |
| 5Y | +25.2% | -78.1% | +103.3% | +27.5% |
| All | +25.2% | -78.1% | +103.2% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling