+126.9%
SLB vs MET
+1,317.8%
-1,190.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.2% |
| 7D | -7.1% | -1.2% | -5.9% | -6.7% |
| 30D | +4.1% | +3.2% | +0.9% | +2.4% |
| 3M | -2.6% | -1.1% | -1.5% | -2.5% |
| 6M | -8.6% | +25.0% | -33.6% | -17.5% |
| YTD | +32.2% | +27.9% | +4.3% | +17.8% |
| 1Y | +40.7% | +32.9% | +7.8% | +23.2% |
| 3Y | -4.5% | +78.8% | -83.3% | -26.9% |
| 5Y | +66.4% | +79.6% | -13.2% | +27.4% |
| 10Y | -15.1% | +228.1% | -243.2% | -47.5% |
| All | +126.9% | +1,317.8% | -1,190.8% | -1.1% |
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