+372.6%
MCO vs EPAM
+69.2%
+303.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -7.3% | -4.5% | -2.9% | -6.1% |
| 30D | -1.7% | +14.6% | -16.3% | -5.6% |
| 3M | +3.9% | +23.1% | -19.2% | -3.3% |
| 6M | +3.8% | -19.5% | +23.3% | +8.8% |
| YTD | -7.9% | -44.1% | +36.2% | +6.3% |
| 1Y | -6.8% | -25.2% | +18.3% | -1.7% |
| 3Y | +40.9% | -56.8% | +97.8% | +66.5% |
| 5Y | +27.5% | -81.7% | +109.2% | +83.7% |
| All | +372.6% | +69.2% | +303.3% | +155.3% |
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