+213.1%
USO vs MTCH
-73.3%
+286.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.2% |
| 7D | +9.1% | +1.3% | +7.8% | +9.1% |
| 30D | +21.7% | +15.9% | +5.8% | +21.6% |
| 3M | +20.2% | +23.3% | -3.0% | +19.9% |
| 6M | +43.4% | +40.1% | +3.2% | +42.1% |
| YTD | +124.0% | +33.6% | +90.4% | +122.3% |
| 1Y | +112.2% | +14.1% | +98.1% | +112.1% |
| 3Y | +97.7% | +1.4% | +96.2% | +97.8% |
| All | +213.1% | -73.3% | +286.3% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 5y: compounded portfolio wealth divided by compounded MTCH 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…
5y analysis · Full analysis span regression · 6 months rolling