-13.1%
SLB vs MET
+197.3%
-210.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.9% |
| 7D | +3.5% | +4.5% | -1.0% | +0.1% |
| 30D | +6.5% | +3.5% | +3.0% | +3.2% |
| 3M | -0.2% | +5.9% | -6.2% | -5.3% |
| 6M | -5.7% | +33.1% | -38.8% | -25.2% |
| YTD | +36.8% | +33.6% | +3.3% | +7.6% |
| 1Y | +45.8% | +32.7% | +13.1% | +15.2% |
| 3Y | +3.4% | +85.0% | -81.7% | -39.2% |
| 5Y | +76.1% | +85.6% | -9.4% | +1.4% |
| All | -13.1% | +197.3% | -210.4% | -65.3% |
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 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