-21.6%
MKC vs EPAM
-30.1%
+8.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -3.0% | +2.4% | -5.4% | -3.2% |
| 30D | +4.8% | +42.3% | -37.5% | +1.9% |
| 3M | -12.8% | +60.7% | -73.5% | -16.2% |
| 6M | +5.0% | +80.5% | -75.5% | -0.5% |
| YTD | -29.1% | -20.4% | -8.7% | -29.4% |
| 1Y | -26.4% | -9.6% | -16.8% | -27.7% |
| 3Y | -21.6% | -30.5% | +8.9% | -24.7% |
| All | -21.6% | -30.1% | +8.5% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling