+412.1%
USO vs MP
+257.7%
+154.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | 0.0% |
| 7D | -12.1% | -10.5% | -1.6% | -11.8% |
| 30D | +3.1% | -23.5% | +26.7% | +4.0% |
| 3M | +24.9% | -25.4% | +50.3% | +25.8% |
| 6M | +10.8% | -51.3% | +62.1% | +13.4% |
| YTD | +114.6% | -29.9% | +144.5% | +114.6% |
| 1Y | +109.4% | -31.8% | +141.2% | +109.3% |
| 3Y | +98.1% | +127.0% | -28.9% | +74.6% |
| 5Y | +162.4% | -3.3% | +165.7% | +141.9% |
| All | +412.1% | +257.7% | +154.4% | +312.7% |
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