+82.0%
USO vs MPC
+1,179.0%
-1,097.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +9.1% | +1.8% | +7.3% | +8.3% |
| 30D | +21.7% | +14.0% | +7.7% | +15.7% |
| 3M | +20.2% | +52.2% | -32.0% | +2.2% |
| 6M | +43.4% | +75.8% | -32.4% | +16.1% |
| YTD | +124.0% | +146.3% | -22.3% | +60.2% |
| 1Y | +112.2% | +120.8% | -8.6% | +57.6% |
| 3Y | +97.7% | +172.6% | -75.0% | +33.0% |
| 5Y | +217.4% | +678.2% | -460.8% | +48.6% |
| All | +82.0% | +1,179.0% | -1,097.0% | -28.3% |
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