+91.4%
USO vs MDT
+26.2%
+65.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.6% |
| 7D | +6.2% | -0.3% | +6.6% | +6.2% |
| 30D | +19.1% | +2.8% | +16.3% | +19.6% |
| 3M | +14.2% | +13.1% | +1.1% | +16.8% |
| 6M | +43.7% | +2.3% | +41.4% | +45.1% |
| YTD | +116.8% | -2.7% | +119.5% | +118.5% |
| 1Y | +104.3% | +0.9% | +103.5% | +106.2% |
| All | +91.4% | +26.2% | +65.1% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 3y: compounded portfolio wealth divided by compounded MDT 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…
3y analysis · Full analysis span regression · 6 months rolling