+3,139.8%
CTAS vs MET
+1,385.2%
+1,754.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +10.7% | +3.4% | +7.4% | +9.5% |
| 3M | +11.0% | +7.0% | +4.0% | +8.4% |
| 6M | +38.7% | +34.6% | +4.1% | +25.5% |
| YTD | +21.8% | +34.0% | -12.2% | +9.9% |
| 1Y | +23.6% | +35.9% | -12.4% | +10.9% |
| 3Y | +74.9% | +85.5% | -10.5% | +40.2% |
| 5Y | +119.5% | +87.8% | +31.7% | +73.2% |
| 10Y | +820.2% | +199.7% | +620.5% | +504.8% |
| All | +3,139.8% | +1,385.2% | +1,754.6% | +897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling