+312.3%
MCD vs EPAM
+1,105.1%
-792.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +20.6% | -21.4% | -3.1% |
| 7D | +8.0% | +23.0% | -15.0% | +5.2% |
| 30D | +19.6% | +51.6% | -32.0% | +13.7% |
| 3M | +2.2% | +50.8% | -48.6% | -3.1% |
| 6M | -1.1% | +51.1% | -52.3% | -6.7% |
| YTD | -7.2% | -19.1% | +11.9% | -6.5% |
| 1Y | -6.7% | +3.0% | -9.7% | -8.7% |
| 3Y | +11.6% | -31.2% | +42.7% | +12.1% |
| 5Y | +22.6% | -76.5% | +99.1% | +35.0% |
| 10Y | +218.4% | +168.4% | +50.0% | +146.4% |
| All | +312.3% | +1,105.1% | -792.8% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling