+163.7%
MXL vs EPAM
+157.4%
+6.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +13.4% | +2.4% | +11.0% | +12.3% |
| 30D | -29.2% | +42.3% | -71.6% | -39.7% |
| 3M | -27.2% | +60.7% | -87.9% | -41.8% |
| 6M | -36.4% | +80.5% | -116.9% | -54.1% |
| YTD | +220.0% | -20.4% | +240.4% | +218.7% |
| 1Y | +304.8% | -9.6% | +314.4% | +281.0% |
| 3Y | +238.5% | -30.5% | +269.0% | +237.9% |
| 5Y | -18.8% | -75.7% | +56.9% | +20.6% |
| All | +163.7% | +157.4% | +6.4% | -7.4% |
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