+207.3%
USO vs MDT
-19.7%
+227.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.7% |
| 7D | +6.2% | -0.3% | +6.6% | +6.2% |
| 30D | +19.1% | +2.8% | +16.3% | +19.1% |
| 3M | +14.2% | +13.1% | +1.1% | +14.2% |
| 6M | +43.7% | +2.3% | +41.4% | +44.1% |
| YTD | +116.8% | -2.7% | +119.5% | +118.1% |
| 1Y | +104.3% | +0.9% | +103.5% | +104.8% |
| 3Y | +91.5% | +26.8% | +64.7% | +85.3% |
| All | +207.3% | -19.7% | +227.0% | +225.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling