+224.5%
USO vs MKC
-33.9%
+258.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.6% |
| 7D | +11.5% | -2.8% | +14.3% | +11.3% |
| 30D | +24.1% | -3.4% | +27.5% | +24.0% |
| 3M | +17.9% | +3.8% | +14.2% | +18.1% |
| 6M | +49.6% | -17.9% | +67.5% | +49.4% |
| YTD | +129.0% | -23.6% | +152.6% | +128.5% |
| 1Y | +112.0% | -23.1% | +135.1% | +111.6% |
| 3Y | +102.3% | -31.5% | +133.8% | +103.0% |
| 5Y | +224.5% | -33.1% | +257.6% | +223.2% |
| All | +224.5% | -33.9% | +258.5% | +223.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling