+248.2%
MULL vs EPAM
-11.8%
+259.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -1.6% | +13.9% | +11.0% |
| 7D | -27.1% | +9.1% | -36.2% | -14.8% |
| 30D | -54.2% | +38.5% | -92.7% | -37.2% |
| 3M | -42.0% | +61.0% | -102.9% | -10.7% |
| 6M | -43.5% | +58.0% | -101.5% | +2.8% |
| YTD | +199.9% | -23.5% | +223.4% | +491.6% |
| All | +248.2% | -11.8% | +259.9% | +438.3% |
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 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