-4.8%
SLB vs MET
+247.1%
-251.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.9% |
| 7D | +0.4% | +1.1% | -0.7% | -0.5% |
| 30D | +13.6% | -2.3% | +15.9% | +15.3% |
| 3M | +1.5% | +13.9% | -12.4% | -8.5% |
| 6M | +23.0% | +34.8% | -11.8% | -2.8% |
| YTD | +51.2% | +23.5% | +27.7% | +27.1% |
| 1Y | +63.5% | +23.4% | +40.1% | +36.5% |
| 3Y | +2.5% | +64.9% | -62.4% | -33.6% |
| 5Y | +139.2% | +82.0% | +57.1% | +41.2% |
| 10Y | -4.8% | +244.4% | -249.1% | -63.2% |
| All | -4.8% | +247.1% | -251.8% | -63.2% |
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