+180.0%
MCD vs USO
+70.4%
+109.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.1% |
| 7D | -2.0% | +3.6% | -5.6% | -2.2% |
| 30D | -6.1% | +23.8% | -29.9% | -7.4% |
| 3M | -7.3% | +8.1% | -15.3% | -7.9% |
| 6M | -20.9% | +34.3% | -55.2% | -23.0% |
| YTD | -14.7% | +111.1% | -125.8% | -20.0% |
| 1Y | -16.1% | +99.9% | -116.0% | -21.1% |
| 3Y | -1.5% | +86.5% | -88.0% | -7.6% |
| 5Y | +20.4% | +200.5% | -180.1% | +4.4% |
| 10Y | +180.0% | +66.5% | +113.5% | +152.9% |
| All | +180.0% | +70.4% | +109.6% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling