+22.8%
MUB vs EPAM
+157.4%
-134.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -1.3% | +2.4% | -3.7% | -1.3% |
| 30D | +2.2% | +42.3% | -40.2% | +1.4% |
| 3M | -1.6% | +60.7% | -62.3% | -2.6% |
| 6M | -1.3% | +80.5% | -81.8% | -2.6% |
| YTD | -0.7% | -20.4% | +19.7% | -0.5% |
| 1Y | -0.2% | -9.6% | +9.4% | -0.3% |
| 3Y | +9.6% | -30.5% | +40.1% | +9.7% |
| 5Y | +2.6% | -75.7% | +78.2% | +5.2% |
| All | +22.8% | +157.4% | -134.5% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling