+43.1%
MCO vs EPAM
-57.0%
+100.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -3.1% | -2.2% | -1.0% | -2.6% |
| 30D | -0.5% | +17.8% | -18.3% | -4.3% |
| 3M | +5.7% | +19.9% | -14.2% | +0.4% |
| 6M | +3.0% | -21.6% | +24.6% | +7.4% |
| YTD | -6.5% | -44.0% | +37.5% | +4.4% |
| 1Y | -5.8% | -30.5% | +24.7% | +0.1% |
| All | +43.1% | -57.0% | +100.1% | +61.4% |
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