-17.3%
SLB vs MET
+206.5%
-223.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.5% |
| 7D | -4.3% | +1.8% | -6.0% | -5.6% |
| 30D | +1.9% | +4.8% | -2.9% | -2.2% |
| 3M | -5.7% | +6.2% | -11.9% | -10.6% |
| 6M | -5.3% | +33.8% | -39.2% | -25.2% |
| YTD | +32.2% | +33.3% | -1.1% | +4.1% |
| 1Y | +38.5% | +36.3% | +2.2% | +7.0% |
| 3Y | +1.1% | +84.6% | -83.4% | -40.4% |
| 5Y | +70.3% | +87.7% | -17.4% | -2.8% |
| 10Y | -17.3% | +198.0% | -215.3% | -67.2% |
| All | -17.3% | +206.5% | -223.7% | -67.2% |
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 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