+297.0%
MXL vs EPAM
-15.2%
+312.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.6% | -10.5% | -11.4% |
| 7D | -24.3% | +0.8% | -25.2% | -23.9% |
| 30D | -46.1% | +24.9% | -71.0% | -40.9% |
| 3M | -21.8% | +22.6% | -44.4% | -13.7% |
| 6M | -27.2% | +24.2% | -51.4% | -10.6% |
| YTD | +226.2% | -33.0% | +259.1% | +342.8% |
| 1Y | +297.0% | -13.3% | +310.3% | +331.8% |
| All | +297.0% | -15.2% | +312.2% | +331.8% |
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