+958.5%
SLB vs MTZ
+3,062.5%
-2,104.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | +0.8% | -1.6% | +2.4% | +1.1% |
| 30D | +15.8% | -11.1% | +26.9% | +17.6% |
| 3M | -0.3% | -36.7% | +36.4% | +5.2% |
| 6M | +21.3% | -21.9% | +43.3% | +24.0% |
| YTD | +52.3% | +9.1% | +43.2% | +47.9% |
| 1Y | +63.6% | +30.0% | +33.7% | +54.5% |
| 3Y | +3.8% | +138.5% | -134.7% | -12.3% |
| 5Y | +128.6% | +158.3% | -29.7% | +89.1% |
| 10Y | -3.1% | +700.8% | -703.8% | -30.4% |
| All | +958.5% | +3,062.5% | -2,104.0% | +552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling