-14.2%
SLB vs MTZ
+465.6%
-479.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +0.4% |
| 7D | -1.2% | +12.9% | -14.0% | -5.8% |
| 30D | +4.5% | -8.5% | +13.0% | +6.6% |
| 3M | -4.6% | -30.6% | +26.0% | +7.1% |
| 6M | -6.3% | -55.1% | +48.8% | +20.3% |
| YTD | +35.0% | -13.0% | +47.9% | +29.9% |
| 1Y | +38.8% | -4.3% | +43.1% | +27.8% |
| 3Y | +3.3% | +284.0% | -280.8% | -53.7% |
| 5Y | +73.6% | +97.7% | -24.0% | -1.2% |
| 10Y | -14.2% | +444.4% | -458.6% | -70.8% |
| All | -14.2% | +465.6% | -479.8% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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