+640.7%
MLM vs EPAM
+899.0%
-258.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +9.1% | +0.8% | +8.3% | +8.9% |
| 30D | +14.6% | +24.9% | -10.3% | +10.2% |
| 3M | +0.3% | +22.6% | -22.3% | -3.7% |
| 6M | -7.5% | +24.2% | -31.7% | -12.0% |
| YTD | -10.2% | -33.0% | +22.7% | -5.7% |
| 1Y | -10.5% | -13.3% | +2.8% | -10.4% |
| 3Y | +27.8% | -42.9% | +70.8% | +33.9% |
| 5Y | +38.9% | -80.8% | +119.7% | +67.5% |
| 10Y | +211.4% | +122.5% | +88.9% | +135.2% |
| All | +640.7% | +899.0% | -258.2% | +398.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling