+797.2%
MXL vs EPAM
+1,093.7%
-296.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -5.1% |
| 7D | -15.9% | +18.8% | -34.6% | -22.3% |
| 30D | -44.0% | +44.9% | -89.0% | -51.9% |
| 3M | -21.3% | +68.6% | -89.9% | -36.8% |
| 6M | -46.1% | +65.4% | -111.5% | -58.4% |
| YTD | +208.8% | -19.9% | +228.7% | +204.5% |
| 1Y | +255.5% | -10.0% | +265.6% | +235.4% |
| 3Y | +223.3% | -30.3% | +253.6% | +221.5% |
| 5Y | -18.1% | -75.7% | +57.6% | +8.3% |
| 10Y | +159.9% | +167.2% | -7.3% | +54.1% |
| All | +797.2% | +1,093.7% | -296.6% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling