-48.2%
USO vs MPC
+2,849.2%
-2,897.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -12.1% | -16.2% | +4.1% | -6.5% |
| 30D | +3.1% | -15.7% | +18.8% | +9.2% |
| 3M | +24.9% | +24.9% | 0.0% | +15.3% |
| 6M | +10.8% | +52.7% | -41.9% | -4.4% |
| YTD | +114.6% | +131.9% | -17.3% | +61.6% |
| 1Y | +109.4% | +96.6% | +12.7% | +66.3% |
| 3Y | +98.1% | +163.8% | -65.7% | +40.3% |
| 5Y | +162.4% | +533.1% | -370.7% | +40.8% |
| 10Y | +85.9% | +1,118.6% | -1,032.8% | -22.2% |
| All | -48.2% | +2,849.2% | -2,897.4% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling