+38.7%
CTSH vs MET
+206.5%
-167.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +1.8% | +1.8% | +0.1% | +0.9% |
| 30D | +9.8% | +4.8% | +5.0% | +7.2% |
| 3M | +12.1% | +6.2% | +5.9% | +8.8% |
| 6M | +27.4% | +33.8% | -6.4% | +10.6% |
| YTD | -20.3% | +33.3% | -53.6% | -30.8% |
| 1Y | -8.8% | +36.3% | -45.1% | -21.7% |
| 3Y | +4.0% | +84.6% | -80.5% | -24.1% |
| 5Y | -12.2% | +87.7% | -99.9% | -37.4% |
| 10Y | +38.7% | +198.0% | -159.2% | -27.9% |
| All | +38.7% | +206.5% | -167.7% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling