-27.0%
MKC vs EPAM
-9.2%
-17.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -7.3% | -1.1% | -6.2% | -7.2% |
| 30D | +4.0% | +41.8% | -37.9% | +2.1% |
| 3M | -11.5% | +63.4% | -74.8% | -13.9% |
| 6M | +1.1% | +72.2% | -71.1% | -3.1% |
| YTD | -29.9% | -20.0% | -9.9% | -36.5% |
| 1Y | -27.0% | -9.0% | -18.0% | -30.6% |
| All | -27.0% | -9.2% | -17.8% | -30.6% |
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 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