+102.2%
USO vs MLM
-11.4%
+113.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.4% | -6.5% |
| 7D | -12.7% | +9.1% | -21.8% | -7.5% |
| 30D | +1.0% | +14.6% | -13.7% | +10.2% |
| 3M | +25.6% | +0.3% | +25.3% | +25.3% |
| 6M | -1.5% | -7.5% | +6.0% | -4.0% |
| YTD | +110.3% | -10.2% | +120.5% | +104.0% |
| 1Y | +102.2% | -10.5% | +112.6% | +95.5% |
| All | +102.2% | -11.4% | +113.6% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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