-18.7%
MKC vs EPAM
-33.7%
+15.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.5% | -3.0% |
| 7D | +2.3% | +13.4% | -11.0% | +1.3% |
| 30D | +8.1% | +47.1% | -39.0% | +4.8% |
| 3M | -6.4% | +71.2% | -77.6% | -10.6% |
| 6M | +1.8% | +48.9% | -47.1% | -2.3% |
| YTD | -26.9% | -22.2% | -4.6% | -27.1% |
| 1Y | -21.7% | -5.2% | -16.5% | -23.4% |
| 3Y | -18.7% | -34.9% | +16.2% | -21.8% |
| All | -18.7% | -33.7% | +15.0% | -21.8% |
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