+390.7%
MUU vs EPAM
-10.0%
+400.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -0.8% | +25.0% | +23.5% |
| 7D | -2.5% | +18.5% | -21.0% | +21.3% |
| 30D | -39.7% | +44.0% | -83.8% | -14.4% |
| 3M | -27.4% | +63.0% | -90.4% | +13.6% |
| 6M | -38.4% | +67.3% | -105.7% | +15.6% |
| YTD | +276.4% | -20.5% | +297.0% | +661.0% |
| 1Y | +390.7% | -9.6% | +400.4% | +688.2% |
| All | +390.7% | -10.0% | +400.8% | +688.2% |
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 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