+1,459.9%
MCO vs EPAM
+1,086.5%
+373.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +9.8% | +42.3% | -32.5% | -0.7% |
| 3M | +4.3% | +60.7% | -56.4% | -8.9% |
| 6M | +16.5% | +80.5% | -64.0% | -2.5% |
| YTD | +0.1% | -20.4% | +20.5% | +2.9% |
| 1Y | +4.4% | -9.6% | +14.0% | +3.7% |
| 3Y | +51.6% | -30.5% | +82.1% | +54.2% |
| 5Y | +36.7% | -75.7% | +112.4% | +69.2% |
| 10Y | +455.7% | +160.1% | +295.6% | +254.9% |
| All | +1,459.9% | +1,086.5% | +373.3% | +703.0% |
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 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