+389.9%
USO vs MP
+450.8%
-61.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | +9.5% | -2.9% | +12.3% | +9.6% |
| 30D | +23.6% | +13.8% | +9.8% | +22.9% |
| 3M | +3.8% | -16.7% | +20.5% | +4.5% |
| 6M | +55.0% | -11.5% | +66.5% | +55.1% |
| YTD | +105.3% | +7.9% | +97.3% | +102.6% |
| 1Y | +91.4% | -15.0% | +106.4% | +90.0% |
| 3Y | +84.6% | +153.5% | -69.0% | +64.8% |
| 5Y | +191.7% | +58.7% | +133.1% | +164.1% |
| All | +389.9% | +450.8% | -61.0% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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