-13.1%
MLM vs EPAM
+4.5%
-17.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +20.6% | -25.8% | -5.6% |
| 7D | -1.2% | +23.0% | -24.2% | -1.7% |
| 30D | +7.9% | +51.6% | -43.6% | +6.2% |
| 3M | -4.5% | +50.8% | -55.3% | -6.2% |
| 6M | -12.6% | +51.1% | -63.8% | -14.1% |
| YTD | -14.9% | -19.1% | +4.3% | -15.9% |
| 1Y | -13.1% | +3.0% | -16.0% | -17.4% |
| All | -13.1% | +4.5% | -17.6% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling