+302.4%
MXL vs EPAM
+74.2%
+228.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.0% | +4.6% | +6.4% |
| 7D | +18.9% | +0.7% | +18.1% | +18.5% |
| 30D | +0.3% | +17.6% | -17.2% | -6.1% |
| 3M | -8.0% | +27.1% | -35.2% | -20.3% |
| 6M | +341.2% | -17.0% | +358.2% | +349.8% |
| YTD | +327.8% | -42.4% | +370.3% | +400.6% |
| 1Y | +364.9% | -25.3% | +390.2% | +382.3% |
| 3Y | +229.2% | -55.7% | +285.0% | +309.2% |
| 5Y | +42.8% | -81.2% | +124.0% | +136.4% |
| All | +302.4% | +74.2% | +228.2% | +81.5% |
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 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