+18.5%
MLM vs EPAM
-54.6%
+73.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.4% |
| 7D | -2.9% | +2.0% | -4.9% | -3.1% |
| 30D | -6.8% | +6.5% | -13.4% | -7.7% |
| 3M | -11.2% | +19.9% | -31.2% | -13.3% |
| 6M | -21.8% | -16.9% | -4.9% | -20.4% |
| YTD | -17.0% | -42.9% | +25.9% | -11.5% |
| 1Y | -16.4% | -30.4% | +14.0% | -13.9% |
| All | +18.5% | -54.6% | +73.1% | +27.3% |
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