-73.2%
USO vs MKC
+369.6%
-442.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +3.6% | -4.3% | +7.9% | +4.4% |
| 30D | +23.8% | -2.0% | +25.8% | +24.1% |
| 3M | +8.1% | +10.0% | -1.9% | +5.8% |
| 6M | +34.3% | -18.5% | +52.8% | +38.6% |
| YTD | +111.1% | -22.4% | +133.6% | +119.5% |
| 1Y | +99.9% | -23.6% | +123.6% | +108.0% |
| 3Y | +86.5% | -30.4% | +116.9% | +95.2% |
| 5Y | +200.5% | -34.2% | +234.7% | +213.4% |
| 10Y | +66.5% | +26.8% | +39.7% | +35.9% |
| All | -73.2% | +369.6% | -442.7% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling