-36.0%
MKC vs EPAM
-75.7%
+39.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -3.0% | +2.4% | -5.4% | -3.1% |
| 30D | +4.8% | +42.3% | -37.5% | +3.0% |
| 3M | -12.8% | +60.7% | -73.5% | -14.9% |
| 6M | +5.0% | +80.5% | -75.5% | +1.7% |
| YTD | -29.1% | -20.4% | -8.7% | -29.2% |
| 1Y | -26.4% | -9.6% | -16.8% | -27.0% |
| 3Y | -21.6% | -30.5% | +8.9% | -22.3% |
| All | -36.0% | -75.7% | +39.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling