+2,444.0%
MULL vs EPAM
-52.8%
+2,496.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.9% |
| 7D | +14.0% | -0.9% | +14.9% | +14.0% |
| 30D | +24.8% | +18.4% | +6.5% | +23.0% |
| 3M | -16.1% | +19.2% | -35.3% | -17.5% |
| 6M | +330.9% | -21.0% | +351.8% | +432.9% |
| YTD | +545.0% | -43.7% | +588.7% | +903.2% |
| 1Y | +2,427.1% | -29.9% | +2,457.0% | +2,998.5% |
| All | +2,444.0% | -52.8% | +2,496.7% | +3,392.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling