+181.2%
MLM vs EPAM
+170.1%
+11.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.1% |
| 7D | -4.1% | +13.4% | -17.5% | -6.8% |
| 30D | +8.2% | +47.1% | -38.9% | 0.0% |
| 3M | -3.6% | +71.2% | -74.8% | -13.6% |
| 6M | -15.6% | +48.9% | -64.5% | -23.1% |
| YTD | -16.4% | -22.2% | +5.8% | -14.5% |
| 1Y | -14.3% | -5.2% | -9.2% | -16.0% |
| 3Y | +19.3% | -34.9% | +54.3% | +22.0% |
| 5Y | +29.6% | -77.4% | +107.0% | +59.9% |
| All | +181.2% | +170.1% | +11.1% | +70.2% |
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