+75.8%
USO vs MDB
+912.7%
-836.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -1.9% | +6.8% | -8.7% | -2.2% |
| 30D | -5.2% | -6.2% | +1.0% | -5.0% |
| 3M | +16.4% | -29.2% | +45.7% | +17.7% |
| 6M | +2.5% | +10.3% | -7.8% | +1.3% |
| YTD | +110.5% | -20.4% | +130.9% | +110.3% |
| 1Y | +108.4% | -4.8% | +113.2% | +105.9% |
| 3Y | +99.6% | -11.6% | +111.2% | +93.7% |
| 5Y | +160.1% | -41.0% | +201.1% | +153.2% |
| All | +75.8% | +912.7% | -836.9% | +41.1% |
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