-2.6%
SLB vs MTZ
+729.4%
-732.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | -1.9% | +2.3% | -4.1% | -2.7% |
| 30D | +7.8% | -10.3% | +18.1% | +11.8% |
| 3M | +2.7% | -31.8% | +34.5% | +14.2% |
| 6M | +22.2% | -19.2% | +41.3% | +25.8% |
| YTD | +51.1% | +10.7% | +40.4% | +35.5% |
| 1Y | +63.3% | +37.5% | +25.8% | +32.4% |
| 3Y | +2.4% | +162.4% | -159.9% | -42.8% |
| 5Y | +139.3% | +166.3% | -27.0% | +24.1% |
| 10Y | -2.6% | +753.2% | -755.8% | -68.9% |
| All | -2.6% | +729.4% | -732.0% | -68.9% |
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