-23.3%
MKC vs EPAM
-32.1%
+8.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -5.9% | +2.0% | -7.8% | -6.0% |
| 30D | -0.9% | +6.5% | -7.4% | -1.5% |
| 3M | +12.7% | +19.9% | -7.2% | +10.1% |
| 6M | -19.3% | -16.9% | -2.4% | -21.3% |
| YTD | -22.2% | -42.9% | +20.7% | -25.6% |
| 1Y | -23.3% | -30.4% | +7.0% | -26.2% |
| All | -23.3% | -32.1% | +8.8% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling