+82.6%
USO vs MLM
+185.4%
-102.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.4% |
| 7D | -12.1% | -4.1% | -8.0% | -11.7% |
| 30D | +3.1% | +8.2% | -5.0% | +1.9% |
| 3M | +24.9% | -3.6% | +28.4% | +25.1% |
| 6M | +10.8% | -15.6% | +26.4% | +12.6% |
| YTD | +114.6% | -16.4% | +131.0% | +116.9% |
| 1Y | +109.4% | -14.3% | +123.7% | +110.5% |
| 3Y | +98.1% | +19.3% | +78.8% | +81.7% |
| 5Y | +162.4% | +29.6% | +132.9% | +131.2% |
| All | +82.6% | +185.4% | -102.8% | +26.2% |
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