+82.0%
USO vs MKC
+29.9%
+52.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +9.1% | -1.5% | +10.6% | +9.2% |
| 30D | +21.7% | -3.1% | +24.8% | +21.8% |
| 3M | +20.2% | +5.2% | +15.0% | +19.8% |
| 6M | +43.4% | -12.8% | +56.2% | +44.2% |
| YTD | +124.0% | -23.3% | +147.3% | +127.0% |
| 1Y | +112.2% | -24.1% | +136.3% | +115.1% |
| 3Y | +97.7% | -32.1% | +129.8% | +101.6% |
| 5Y | +217.4% | -32.8% | +250.2% | +221.1% |
| All | +82.0% | +29.9% | +52.1% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling