+66.3%
CTAS vs MET
+66.4%
-0.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | 0.0% | +1.1% | -1.2% | -0.5% |
| 30D | -1.0% | -2.3% | +1.3% | -0.2% |
| 3M | +15.8% | +13.9% | +1.9% | +10.2% |
| 6M | -1.0% | +34.8% | -35.8% | -11.4% |
| YTD | +7.4% | +23.5% | -16.1% | -1.1% |
| 1Y | -0.1% | +23.4% | -23.5% | -8.2% |
| 3Y | +66.3% | +64.9% | +1.4% | +36.4% |
| All | +66.3% | +66.4% | -0.1% | +36.4% |
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