+31.5%
MCO vs EPAM
-81.7%
+113.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +0.9% | +18.4% | -17.4% | -2.5% |
| 3M | +8.7% | +19.2% | -10.5% | +4.0% |
| 6M | +2.4% | -21.0% | +23.4% | +6.2% |
| YTD | -5.2% | -43.7% | +38.6% | +4.6% |
| 1Y | -4.4% | -29.9% | +25.5% | +0.7% |
| 3Y | +45.1% | -56.5% | +101.7% | +62.3% |
| 5Y | +31.5% | -81.7% | +113.2% | +67.0% |
| All | +31.5% | -81.7% | +113.2% | +67.0% |
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