+1,467.6%
MCO vs EPAM
+1,093.7%
+373.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.7% | -1.3% |
| 7D | +1.4% | +18.8% | -17.4% | -3.8% |
| 30D | +10.0% | +44.9% | -34.9% | -1.0% |
| 3M | +7.0% | +68.6% | -61.5% | -7.7% |
| 6M | +13.7% | +65.4% | -51.7% | -2.6% |
| YTD | +0.6% | -19.9% | +20.5% | +3.2% |
| 1Y | +6.2% | -10.0% | +16.2% | +5.6% |
| 3Y | +51.9% | -30.3% | +82.1% | +54.3% |
| 5Y | +37.5% | -75.7% | +113.1% | +70.2% |
| 10Y | +459.4% | +167.2% | +292.2% | +255.3% |
| All | +1,467.6% | +1,093.7% | +373.8% | +705.8% |
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