+25.1%
MKC vs EPAM
+156.9%
-131.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -7.0% | +18.5% | -25.5% | -8.9% |
| 30D | +4.1% | +44.0% | -40.0% | -0.2% |
| 3M | -10.3% | +63.0% | -73.3% | -15.3% |
| 6M | +1.7% | +67.3% | -65.6% | -4.8% |
| YTD | -29.1% | -20.5% | -8.6% | -28.6% |
| 1Y | -26.0% | -9.6% | -16.4% | -26.6% |
| 3Y | -21.5% | -30.8% | +9.4% | -21.4% |
| 5Y | -35.0% | -75.6% | +40.6% | -26.3% |
| All | +25.1% | +156.9% | -131.8% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling