+84.4%
USO vs MPC
+1,171.2%
-1,086.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -1.9% | +11.2% | -13.2% | -6.0% |
| 30D | -5.2% | -14.5% | +9.3% | +0.4% |
| 3M | +16.4% | +16.7% | -0.2% | +9.2% |
| 6M | +2.5% | +67.6% | -65.1% | -16.4% |
| YTD | +110.5% | +157.9% | -47.4% | +46.8% |
| 1Y | +108.4% | +116.7% | -8.2% | +54.7% |
| 3Y | +99.6% | +199.8% | -100.1% | +28.8% |
| 5Y | +160.1% | +604.4% | -444.4% | +23.8% |
| All | +84.4% | +1,171.2% | -1,086.8% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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