+827.3%
SLB vs MTZ
+2,420.7%
-1,593.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.6% | -7.7% | -0.3% |
| 7D | -3.7% | -2.4% | -1.3% | -3.6% |
| 30D | +2.9% | -11.1% | +14.0% | +4.2% |
| 3M | +0.2% | -30.6% | +30.8% | +4.8% |
| 6M | -4.4% | -54.4% | +49.9% | +5.0% |
| YTD | +33.4% | -13.0% | +46.4% | +33.1% |
| 1Y | +40.8% | -5.7% | +46.5% | +38.6% |
| 3Y | +3.2% | +297.2% | -294.0% | -18.9% |
| 5Y | +64.8% | +95.9% | -31.1% | +40.9% |
| 10Y | -16.6% | +492.6% | -509.2% | -37.9% |
| All | +827.3% | +2,420.7% | -1,593.4% | +487.1% |
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