+200.5%
USO vs MDB
-26.9%
+227.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.3% | +2.9% |
| 7D | +3.6% | -18.0% | +21.6% | +3.8% |
| 30D | +23.8% | -10.7% | +34.5% | +23.9% |
| 3M | +8.1% | +1.0% | +7.1% | +7.9% |
| 6M | +34.3% | +31.6% | +2.6% | +33.5% |
| YTD | +111.1% | -15.2% | +126.3% | +111.4% |
| 1Y | +99.9% | +10.1% | +89.8% | +98.7% |
| 3Y | +86.5% | -5.6% | +92.1% | +83.1% |
| 5Y | +200.5% | -24.5% | +225.1% | +204.1% |
| All | +200.5% | -26.9% | +227.4% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling