-69.0%
USO vs MUB
+76.5%
-145.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.4% |
| 7D | -1.9% | -1.3% | -0.6% | -2.2% |
| 30D | -5.2% | +2.2% | -7.4% | -4.7% |
| 3M | +16.4% | -1.6% | +18.1% | +16.0% |
| 6M | +2.5% | -1.3% | +3.8% | +2.2% |
| YTD | +110.5% | -0.7% | +111.2% | +110.2% |
| 1Y | +108.4% | -0.2% | +108.6% | +108.3% |
| 3Y | +99.6% | +9.6% | +90.0% | +101.6% |
| 5Y | +160.1% | +2.6% | +157.5% | +160.8% |
| 10Y | +86.3% | +21.5% | +64.8% | +95.6% |
| All | -69.0% | +76.5% | -145.5% | -66.4% |
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