+82.0%
USO vs MCK
+442.8%
-360.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +9.1% | -2.9% | +12.0% | +9.5% |
| 30D | +21.7% | +0.4% | +21.3% | +21.5% |
| 3M | +20.2% | +12.1% | +8.1% | +18.0% |
| 6M | +43.4% | -5.4% | +48.8% | +44.1% |
| YTD | +124.0% | +7.8% | +116.2% | +119.8% |
| 1Y | +112.2% | +22.9% | +89.2% | +103.5% |
| 3Y | +97.7% | +110.7% | -13.1% | +69.7% |
| 5Y | +217.4% | +346.2% | -128.8% | +132.1% |
| All | +82.0% | +442.8% | -360.8% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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