+2,757.8%
CTAS vs MET
+1,300.1%
+1,457.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -0.2% | +1.4% | -1.6% | -0.8% |
| 3M | +11.7% | +17.7% | -6.0% | +5.7% |
| 6M | +0.7% | +35.0% | -34.3% | -9.0% |
| YTD | +7.4% | +26.3% | -18.9% | -1.0% |
| 1Y | -2.1% | +22.8% | -24.9% | -9.1% |
| 3Y | +62.9% | +65.9% | -3.0% | +35.5% |
| 5Y | +111.9% | +85.4% | +26.5% | +67.8% |
| 10Y | +652.2% | +253.7% | +398.5% | +372.4% |
| All | +2,757.8% | +1,300.1% | +1,457.7% | +798.0% |
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