+344.7%
MXL vs EPAM
-30.2%
+374.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.1% | +7.4% |
| 7D | +19.0% | -2.2% | +21.1% | +18.4% |
| 30D | +4.5% | +17.8% | -13.3% | +9.1% |
| 3M | -1.5% | +19.9% | -21.4% | +8.1% |
| 6M | +348.6% | -21.6% | +370.2% | +424.8% |
| YTD | +310.3% | -44.0% | +354.3% | +423.6% |
| 1Y | +344.7% | -30.5% | +375.2% | +399.9% |
| All | +344.7% | -30.2% | +374.9% | +399.9% |
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 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