+3,111.5%
CTAS vs MET
+1,378.0%
+1,733.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | +0.7% | +1.8% | -1.1% | +0.1% |
| 30D | +11.3% | +4.8% | +6.5% | +9.5% |
| 3M | +11.4% | +6.2% | +5.2% | +9.1% |
| 6M | +35.6% | +33.8% | +1.8% | +22.9% |
| YTD | +20.7% | +33.3% | -12.6% | +9.1% |
| 1Y | +22.8% | +36.3% | -13.5% | +10.2% |
| 3Y | +73.4% | +84.6% | -11.2% | +39.2% |
| 5Y | +117.6% | +87.7% | +29.9% | +71.8% |
| 10Y | +818.4% | +198.0% | +620.5% | +504.8% |
| All | +3,111.5% | +1,378.0% | +1,733.6% | +890.2% |
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 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