-73.9%
USO vs MLM
+498.2%
-572.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +9.5% | -2.9% | +12.4% | +10.1% |
| 30D | +23.6% | -6.8% | +30.4% | +25.3% |
| 3M | +3.8% | -11.2% | +15.1% | +5.6% |
| 6M | +55.0% | -21.8% | +76.9% | +61.1% |
| YTD | +105.3% | -17.0% | +122.2% | +109.5% |
| 1Y | +91.4% | -16.4% | +107.7% | +94.5% |
| 3Y | +84.6% | +14.5% | +70.1% | +69.3% |
| 5Y | +191.7% | +41.7% | +150.0% | +146.4% |
| 10Y | +73.3% | +200.0% | -126.8% | +12.1% |
| All | -73.9% | +498.2% | -572.1% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling