+99.6%
USO vs MUB
+9.9%
+89.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.9% |
| 7D | -1.9% | -1.3% | -0.6% | -3.9% |
| 30D | -5.2% | +2.2% | -7.4% | -1.9% |
| 3M | +16.4% | -1.6% | +18.1% | +12.4% |
| 6M | +2.5% | -1.3% | +3.8% | -0.1% |
| YTD | +110.5% | -0.7% | +111.2% | +106.1% |
| 1Y | +108.4% | -0.2% | +108.6% | +104.3% |
| 3Y | +99.6% | +9.6% | +90.0% | +90.9% |
| All | +99.6% | +9.9% | +89.7% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling