+2,538.2%
MUU vs EPAM
-39.9%
+2,578.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.9% |
| 7D | +13.9% | -0.9% | +14.8% | +14.0% |
| 30D | +24.8% | +18.4% | +6.4% | +22.7% |
| 3M | -15.7% | +19.2% | -35.0% | -17.7% |
| 6M | +338.9% | -21.0% | +359.8% | +430.7% |
| YTD | +563.2% | -43.7% | +606.9% | +891.5% |
| 1Y | +2,577.5% | -29.9% | +2,607.4% | +3,144.6% |
| All | +2,538.2% | -39.9% | +2,578.2% | +3,030.2% |
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