+206.1%
MLM vs EPAM
+65.3%
+140.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | -2.9% | +2.0% | -4.9% | -3.3% |
| 30D | -6.8% | +6.5% | -13.4% | -8.2% |
| 3M | -11.2% | +19.9% | -31.2% | -14.9% |
| 6M | -21.8% | -16.9% | -4.9% | -20.0% |
| YTD | -17.0% | -42.9% | +25.9% | -9.3% |
| 1Y | -16.4% | -30.4% | +14.0% | -12.7% |
| 3Y | +14.5% | -54.7% | +69.2% | +26.3% |
| 5Y | +41.7% | -81.8% | +123.6% | +81.0% |
| All | +206.1% | +65.3% | +140.8% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling