Matrix visualizations are widely used to display large-scale network, tabular, set, or sequential data. They typically only encode a single value per cell, e.g., through color. However, this can greatly limit the visualizations' utility when exploring multivariate data, where each cell represents a data point with multiple values (referred to as details). Three well-established interaction approaches can be applicable in multivariate matrix visualizations (or MMV): focus+context, pan&zoom, and overview+detail. However, there is little empirical knowledge of how these approaches compare in exploring MMV. We report on two studies comparing them for locating, searching, and contextualizing details in MMV. We first compared four focus+context techniques and found that the fisheye lens overall outperformed the others. We then compared the fisheye lens, to pan&zoom and overview+detail. We found that pan&zoom was faster in locating and searching details, and as good as overview+detail in contextualizing details.