+171.5%
MXL vs EPAM
-54.6%
+226.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.9% |
| 7D | +1.6% | +2.0% | -0.3% | +1.3% |
| 30D | -7.0% | +6.5% | -13.5% | -8.3% |
| 3M | -33.4% | +19.9% | -53.3% | -36.2% |
| 6M | +260.2% | -16.9% | +277.1% | +286.7% |
| YTD | +260.0% | -42.9% | +302.8% | +341.2% |
| 1Y | +303.5% | -30.4% | +333.8% | +351.3% |
| All | +171.5% | -54.6% | +226.1% | +226.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling