+112.2%
USO vs MKC
-23.2%
+135.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.1% |
| 7D | +9.1% | -1.5% | +10.6% | +8.9% |
| 30D | +21.7% | -3.1% | +24.8% | +21.2% |
| 3M | +20.2% | +5.2% | +15.0% | +21.4% |
| 6M | +43.4% | -12.8% | +56.2% | +41.1% |
| YTD | +124.0% | -23.3% | +147.3% | +115.5% |
| 1Y | +112.2% | -24.1% | +136.3% | +104.8% |
| All | +112.2% | -23.2% | +135.3% | +104.8% |
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