-69.8%
USO vs MUB
+76.3%
-146.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | -0.9% | +10.3% | +9.2% |
| 30D | +23.6% | -1.4% | +25.0% | +23.2% |
| 3M | +3.8% | -2.2% | +6.0% | +3.4% |
| 6M | +55.0% | -1.9% | +56.9% | +54.6% |
| YTD | +105.3% | -0.8% | +106.0% | +105.0% |
| 1Y | +91.4% | +2.7% | +88.6% | +92.0% |
| 3Y | +84.6% | +8.6% | +76.0% | +86.3% |
| 5Y | +191.7% | +2.0% | +189.7% | +192.5% |
| 10Y | +73.3% | +17.9% | +55.4% | +80.3% |
| All | -69.8% | +76.3% | -146.1% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling