+17.8%
MUB vs EPAM
+66.7%
-48.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -0.9% | +2.0% | -2.8% | -0.9% |
| 30D | -1.4% | +6.5% | -7.9% | -1.6% |
| 3M | -2.2% | +19.9% | -22.1% | -2.6% |
| 6M | -1.9% | -16.9% | +15.1% | -1.6% |
| YTD | -0.8% | -42.9% | +42.1% | +0.1% |
| 1Y | +2.7% | -30.4% | +33.1% | +3.2% |
| 3Y | +8.6% | -54.7% | +63.3% | +9.6% |
| 5Y | +2.0% | -81.8% | +83.9% | +5.1% |
| All | +17.8% | +66.7% | -48.8% | +14.0% |
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