+953.2%
MULL vs EPAM
-34.8%
+988.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.9% | +13.0% | +8.6% |
| 7D | -42.7% | +13.4% | -56.1% | -40.6% |
| 30D | -63.8% | +47.1% | -110.8% | -62.9% |
| 3M | -49.0% | +71.2% | -120.2% | -48.7% |
| 6M | -38.2% | +48.9% | -87.1% | -35.5% |
| YTD | +167.0% | -22.2% | +189.3% | +326.0% |
| 1Y | +247.7% | -5.2% | +252.9% | +351.2% |
| All | +953.2% | -34.8% | +988.0% | +1,382.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling