+255.5%
MXL vs EPAM
-7.6%
+263.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -1.3% |
| 7D | -15.9% | +18.8% | -34.6% | -4.8% |
| 30D | -44.0% | +44.9% | -89.0% | -31.2% |
| 3M | -21.3% | +68.6% | -89.9% | +2.8% |
| 6M | -46.1% | +65.4% | -111.5% | -24.9% |
| YTD | +208.8% | -19.9% | +228.7% | +376.8% |
| 1Y | +255.5% | -10.0% | +265.6% | +323.7% |
| All | +255.5% | -7.6% | +263.2% | +323.7% |
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