+81.0%
USO vs MLM
+140.5%
-59.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.7% | -5.8% | +3.1% | -2.0% |
| 30D | -6.3% | +9.8% | -16.2% | -7.6% |
| 3M | +10.9% | -5.2% | +16.0% | +11.4% |
| 6M | +2.0% | -10.3% | +12.3% | +2.7% |
| YTD | +104.6% | -15.5% | +120.0% | +106.4% |
| 1Y | +94.5% | -15.0% | +109.6% | +96.0% |
| 3Y | +97.1% | +17.5% | +79.6% | +81.5% |
| 5Y | +151.6% | +30.5% | +121.1% | +121.3% |
| 10Y | +81.0% | +145.5% | -64.5% | +26.0% |
| All | +81.0% | +140.5% | -59.5% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling