+1,211.6%
MULL vs EPAM
-33.2%
+1,244.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.2% |
| 7D | +24.5% | +2.4% | +22.1% | +25.1% |
| 30D | -35.5% | +42.3% | -77.8% | -33.6% |
| 3M | -44.8% | +60.7% | -105.5% | -43.8% |
| 6M | -45.5% | +80.5% | -126.0% | -47.9% |
| YTD | +232.5% | -20.4% | +252.9% | +432.7% |
| 1Y | +343.3% | -9.6% | +352.8% | +522.8% |
| All | +1,211.6% | -33.2% | +1,244.8% | +1,754.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling