+30.3%
MKC vs EPAM
+63.0%
-32.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.3% | -2.2% | -2.2% | -4.1% |
| 30D | -3.1% | +17.8% | -20.9% | -4.9% |
| 3M | +6.8% | +19.9% | -13.1% | +4.2% |
| 6M | -18.3% | -21.6% | +3.3% | -16.8% |
| YTD | -23.1% | -44.0% | +21.0% | -19.2% |
| 1Y | -23.7% | -30.5% | +6.8% | -22.0% |
| 3Y | -31.0% | -56.8% | +25.8% | -27.1% |
| 5Y | -33.5% | -81.7% | +48.2% | -23.0% |
| 10Y | +30.3% | +68.4% | -38.2% | -7.3% |
| All | +30.3% | +63.0% | -32.8% | -7.3% |
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