+186.5%
MLM vs EPAM
+180.9%
+5.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +20.6% | -25.8% | -8.9% |
| 7D | -1.2% | +23.0% | -24.2% | -5.5% |
| 30D | +7.9% | +51.6% | -43.6% | -0.8% |
| 3M | -4.5% | +50.8% | -55.3% | -12.5% |
| 6M | -12.6% | +51.1% | -63.8% | -20.7% |
| YTD | -14.9% | -19.1% | +4.3% | -13.6% |
| 1Y | -13.1% | +3.0% | -16.0% | -16.1% |
| 3Y | +21.2% | -31.2% | +52.4% | +22.6% |
| 5Y | +32.0% | -76.5% | +108.5% | +61.8% |
| All | +186.5% | +180.9% | +5.5% | +72.2% |
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