+64.8%
SLB vs MTZ
+90.6%
-25.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.6% | -7.7% | -0.8% |
| 7D | -3.7% | -2.4% | -1.3% | -3.6% |
| 30D | +2.9% | -11.1% | +14.0% | +4.8% |
| 3M | +0.2% | -30.6% | +30.8% | +6.8% |
| 6M | -4.4% | -54.4% | +49.9% | +9.8% |
| YTD | +33.4% | -13.0% | +46.4% | +30.2% |
| 1Y | +40.8% | -5.7% | +46.5% | +34.4% |
| 3Y | +3.2% | +297.2% | -294.0% | -35.4% |
| 5Y | +64.8% | +95.9% | -31.1% | +19.9% |
| All | +64.8% | +90.6% | -25.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling