+195.5%
USO vs MLM
+41.9%
+153.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | 0.0% |
| 7D | +9.5% | -2.9% | +12.4% | +9.1% |
| 30D | +23.6% | -6.8% | +30.4% | +22.6% |
| 3M | +3.8% | -11.2% | +15.1% | +2.9% |
| 6M | +55.0% | -21.8% | +76.9% | +54.0% |
| YTD | +105.3% | -17.0% | +122.2% | +103.4% |
| 1Y | +91.4% | -16.4% | +107.7% | +89.6% |
| 3Y | +84.6% | +14.5% | +70.1% | +79.5% |
| All | +195.5% | +41.9% | +153.6% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling