+102.2%
USO vs MKC
-18.2%
+120.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.4% | -13.5% | -6.8% |
| 7D | -12.7% | +9.6% | -22.3% | -10.8% |
| 30D | +1.0% | +12.0% | -11.0% | +3.7% |
| 3M | +25.6% | -2.0% | +27.6% | +26.1% |
| 6M | -1.5% | +7.2% | -8.7% | +0.4% |
| YTD | +110.3% | -23.7% | +134.0% | +103.1% |
| 1Y | +102.2% | -18.3% | +120.5% | +100.2% |
| All | +102.2% | -18.2% | +120.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling