+70.9%
USO vs MDB
+924.6%
-853.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -2.7% | +3.0% | -5.7% | -2.9% |
| 30D | -6.3% | -11.3% | +5.0% | -6.0% |
| 3M | +10.9% | -23.0% | +33.9% | +11.7% |
| 6M | +2.0% | +14.8% | -12.7% | +0.7% |
| YTD | +104.6% | -19.4% | +124.0% | +104.3% |
| 1Y | +94.5% | -9.0% | +103.5% | +92.7% |
| 3Y | +97.1% | -10.3% | +107.3% | +91.1% |
| 5Y | +151.6% | -38.4% | +190.0% | +144.1% |
| All | +70.9% | +924.6% | -853.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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