+174.3%
MKC vs EPAM
+751.2%
-576.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 6M | -19.3% | -16.9% | -2.4% | -18.3% |
| YTD | -22.2% | -42.9% | +20.7% | -18.6% |
| 1Y | -23.3% | -30.4% | +7.0% | -21.7% |
| 3Y | -30.0% | -54.7% | +24.7% | -26.5% |
| 5Y | -33.8% | -81.8% | +48.0% | -25.7% |
| 10Y | +24.4% | +65.5% | -41.0% | +1.2% |
| All | +174.3% | +751.2% | -576.9% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling