+475.1%
MULL vs EPAM
-15.2%
+490.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.6% | -13.2% | -14.1% |
| 7D | -35.9% | +0.8% | -36.7% | -35.2% |
| 30D | -47.3% | +24.9% | -72.3% | -39.0% |
| 3M | -30.6% | +22.6% | -53.2% | -19.9% |
| 6M | +13.7% | +24.2% | -10.5% | +68.5% |
| YTD | +272.1% | -33.0% | +305.1% | +521.7% |
| 1Y | +475.1% | -13.3% | +488.4% | +517.7% |
| All | +475.1% | -15.2% | +490.3% | +517.7% |
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