-72.4%
USO vs MTCH
+499.1%
-571.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | +6.2% | -2.4% | +8.6% | +6.5% |
| 30D | +19.1% | +12.8% | +6.3% | +17.5% |
| 3M | +14.2% | +20.0% | -5.7% | +11.6% |
| 6M | +43.7% | +34.7% | +9.0% | +38.1% |
| YTD | +116.8% | +30.6% | +86.3% | +108.6% |
| 1Y | +104.3% | +10.9% | +93.4% | +100.2% |
| 3Y | +91.5% | -2.0% | +93.6% | +87.0% |
| 5Y | +214.1% | -72.6% | +286.7% | +252.4% |
| 10Y | +77.0% | +197.9% | -120.9% | +23.9% |
| All | -72.4% | +499.1% | -571.6% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling