-50.2%
USO vs MPC
+2,984.8%
-3,035.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.6% | -8.5% | -5.4% |
| 7D | -9.1% | -9.4% | +0.4% | -6.0% |
| 30D | -3.7% | -14.3% | +10.6% | +1.2% |
| 3M | +20.9% | +31.1% | -10.2% | +9.7% |
| 6M | +6.8% | +60.3% | -53.5% | -9.5% |
| YTD | +106.3% | +142.5% | -36.2% | +52.8% |
| 1Y | +100.2% | +104.6% | -4.4% | +56.6% |
| 3Y | +103.1% | +191.7% | -88.6% | +38.9% |
| 5Y | +146.1% | +549.2% | -403.1% | +30.6% |
| 10Y | +73.5% | +1,106.2% | -1,032.8% | -27.6% |
| All | -50.2% | +2,984.8% | -3,035.0% | -84.5% |
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