+2.5%
SLB vs MTZ
+165.0%
-162.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.2% |
| 7D | +0.4% | +3.6% | -3.1% | -0.1% |
| 30D | +13.6% | -9.6% | +23.2% | +15.1% |
| 3M | +1.5% | -31.9% | +33.4% | +6.1% |
| 6M | +23.0% | -13.8% | +36.8% | +22.8% |
| YTD | +51.2% | +13.3% | +38.0% | +43.4% |
| 1Y | +63.5% | +39.3% | +24.2% | +48.9% |
| 3Y | +2.5% | +168.3% | -165.8% | -16.2% |
| All | +2.5% | +165.0% | -162.5% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling