+1,272.2%
MUU vs EPAM
-15.0%
+1,287.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.3% |
| 7D | +24.7% | +2.4% | +22.3% | +25.1% |
| 30D | -35.1% | +42.3% | -77.5% | -33.9% |
| 3M | -44.3% | +60.7% | -104.9% | -44.0% |
| 6M | -44.4% | +80.5% | -124.9% | -47.7% |
| YTD | +244.9% | -20.4% | +265.3% | +425.3% |
| 1Y | +365.6% | -9.6% | +375.2% | +531.1% |
| All | +1,272.2% | -15.0% | +1,287.2% | +1,558.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling