+1,283.0%
MULL vs EPAM
-32.9%
+1,315.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.2% |
| 7D | +43.3% | -1.1% | +44.4% | +43.3% |
| 30D | -37.4% | +41.8% | -79.3% | -35.5% |
| 3M | -36.8% | +63.4% | -100.2% | -35.7% |
| 6M | -36.9% | +72.2% | -109.1% | -38.0% |
| YTD | +250.7% | -20.0% | +270.7% | +462.1% |
| 1Y | +337.6% | -9.0% | +346.6% | +513.8% |
| All | +1,283.0% | -32.9% | +1,315.9% | +1,856.7% |
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 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