+1,000.7%
MUU vs EPAM
-17.0%
+1,017.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.9% | +13.0% | +8.8% |
| 7D | -42.8% | +13.4% | -56.2% | -41.1% |
| 30D | -63.6% | +47.1% | -110.7% | -63.2% |
| 3M | -48.5% | +71.2% | -119.7% | -48.9% |
| 6M | -36.9% | +48.9% | -85.9% | -35.5% |
| YTD | +176.7% | -22.2% | +198.9% | +319.9% |
| 1Y | +266.3% | -5.2% | +271.4% | +362.9% |
| All | +1,000.7% | -17.0% | +1,017.7% | +1,225.5% |
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