+70.8%
USO vs MDB
+906.0%
-835.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.9% |
| 7D | -10.6% | -1.0% | -9.6% | -10.6% |
| 30D | -4.6% | -14.0% | +9.4% | -4.1% |
| 3M | +12.3% | -20.3% | +32.7% | +13.0% |
| 6M | +5.9% | +10.9% | -5.0% | +4.6% |
| YTD | +104.5% | -20.9% | +125.4% | +104.4% |
| 1Y | +97.3% | -11.2% | +108.5% | +95.7% |
| 3Y | +97.0% | -11.9% | +108.9% | +91.2% |
| 5Y | +151.2% | -40.2% | +191.3% | +144.1% |
| All | +70.8% | +906.0% | -835.2% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling