+119.1%
USO vs MULL
+2,337.2%
-2,218.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | +9.1% | -8.4% | +17.5% | +9.1% |
| 30D | +21.7% | +9.7% | +12.0% | +21.6% |
| 3M | +20.2% | -26.8% | +47.0% | +20.7% |
| 6M | +43.4% | +220.7% | -177.3% | +41.7% |
| YTD | +124.0% | +509.0% | -385.1% | +110.7% |
| 1Y | +112.2% | +1,739.5% | -1,627.3% | +81.0% |
| All | +119.1% | +2,337.2% | -2,218.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling