+109.6%
CTAS vs MET
+82.9%
+26.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.0% | -0.8% | +1.7% | +1.2% |
| 30D | -1.1% | -1.4% | +0.3% | -0.6% |
| 3M | +11.5% | +12.5% | -1.0% | +6.5% |
| 6M | +0.2% | +37.1% | -36.9% | -11.3% |
| YTD | +7.2% | +23.8% | -16.6% | -1.7% |
| 1Y | 0.0% | +24.1% | -24.1% | -8.5% |
| 3Y | +65.9% | +65.2% | +0.7% | +33.9% |
| 5Y | +109.6% | +82.3% | +27.3% | +62.6% |
| All | +109.6% | +82.9% | +26.6% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling