+35.2%
MUB vs EPAM
+1,058.6%
-1,023.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.1% |
| 7D | +0.7% | +13.4% | -12.7% | +0.5% |
| 30D | +4.4% | +47.1% | -42.7% | +3.8% |
| 3M | -0.4% | +71.2% | -71.6% | -1.1% |
| 6M | -0.9% | +48.9% | -49.8% | -1.5% |
| YTD | +0.1% | -22.2% | +22.3% | +0.2% |
| 1Y | +0.5% | -5.2% | +5.7% | +0.4% |
| 3Y | +11.7% | -34.9% | +46.7% | +11.8% |
| 5Y | +3.2% | -77.4% | +80.6% | +4.3% |
| 10Y | +20.3% | +158.1% | -137.7% | +20.1% |
| All | +35.2% | +1,058.6% | -1,023.4% | +35.9% |
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