+1,414.9%
MCO vs EPAM
+751.2%
+663.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.5% |
| 7D | -4.2% | +2.0% | -6.1% | -4.6% |
| 30D | +2.2% | +6.5% | -4.3% | +0.1% |
| 3M | +10.1% | +19.9% | -9.8% | +3.9% |
| 6M | +5.3% | -16.9% | +22.2% | +9.0% |
| YTD | -2.7% | -42.9% | +40.1% | +10.1% |
| 1Y | -0.4% | -30.4% | +30.0% | +6.5% |
| 3Y | +49.0% | -54.7% | +103.8% | +71.2% |
| 5Y | +33.6% | -81.8% | +115.5% | +79.5% |
| 10Y | +395.3% | +65.5% | +329.9% | +256.3% |
| All | +1,414.9% | +751.2% | +663.7% | +759.6% |
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