+945.7%
MXL vs EPAM
+751.2%
+194.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.3% |
| 7D | +1.6% | +2.0% | -0.3% | +0.9% |
| 30D | -7.0% | +6.5% | -13.5% | -10.1% |
| 3M | -33.4% | +19.9% | -53.3% | -40.1% |
| 6M | +260.2% | -16.9% | +277.1% | +264.7% |
| YTD | +260.0% | -42.9% | +302.8% | +312.8% |
| 1Y | +303.5% | -30.4% | +333.8% | +327.3% |
| 3Y | +160.4% | -54.7% | +215.2% | +212.2% |
| 5Y | +14.7% | -81.8% | +96.5% | +72.7% |
| 10Y | +215.6% | +65.5% | +150.1% | +124.5% |
| All | +945.7% | +751.2% | +194.5% | +444.5% |
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 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