+2,981.5%
MUU vs EPAM
-32.1%
+3,013.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -2.4% | +14.0% | +10.4% |
| 7D | +17.4% | +2.0% | +15.4% | +18.5% |
| 30D | +24.0% | +6.5% | +17.4% | +28.8% |
| 3M | -23.9% | +19.9% | -43.8% | -5.9% |
| 6M | +284.4% | -16.9% | +301.4% | +413.1% |
| YTD | +583.7% | -42.9% | +626.6% | +951.0% |
| 1Y | +2,981.5% | -30.4% | +3,011.8% | +4,186.4% |
| All | +2,981.5% | -32.1% | +3,013.6% | +4,186.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling