+21.5%
MLM vs EPAM
-31.1%
+52.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +20.6% | -25.8% | -7.0% |
| 7D | -1.2% | +23.0% | -24.2% | -3.3% |
| 30D | +7.9% | +51.6% | -43.6% | +3.2% |
| 3M | -4.5% | +50.8% | -55.3% | -8.8% |
| 6M | -12.6% | +51.1% | -63.8% | -16.8% |
| YTD | -14.9% | -19.1% | +4.3% | -13.0% |
| 1Y | -13.1% | +3.0% | -16.0% | -14.4% |
| All | +21.5% | -31.1% | +52.6% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling