+73.4%
CTAS vs MET
+87.0%
-13.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | +0.7% | +1.8% | -1.1% | +0.1% |
| 30D | +11.3% | +4.8% | +6.5% | +9.4% |
| 3M | +11.4% | +6.2% | +5.2% | +8.9% |
| 6M | +35.6% | +33.8% | +1.8% | +22.1% |
| YTD | +20.7% | +33.3% | -12.6% | +8.3% |
| 1Y | +22.8% | +36.3% | -13.5% | +9.2% |
| 3Y | +73.4% | +84.6% | -11.2% | +42.2% |
| All | +73.4% | +87.0% | -13.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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