-29.7%
MKC vs EPAM
-54.6%
+24.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -5.9% | +2.0% | -7.8% | -6.1% |
| 30D | -0.9% | +6.5% | -7.4% | -1.7% |
| 3M | +12.7% | +19.9% | -7.2% | +10.2% |
| 6M | -19.3% | -16.9% | -2.4% | -18.9% |
| YTD | -22.2% | -42.9% | +20.7% | -19.9% |
| 1Y | -23.3% | -30.4% | +7.0% | -22.9% |
| All | -29.7% | -54.6% | +24.9% | -26.5% |
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