+91.4%
USO vs MXL
+316.6%
-225.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | 0.0% |
| 7D | +9.5% | +1.6% | +7.8% | +9.5% |
| 30D | +23.6% | -7.0% | +30.6% | +23.5% |
| 3M | +3.8% | -33.4% | +37.2% | +3.8% |
| 6M | +55.0% | +260.2% | -205.1% | +79.5% |
| YTD | +105.3% | +260.0% | -154.7% | +136.8% |
| 1Y | +91.4% | +303.5% | -212.1% | +119.7% |
| All | +91.4% | +316.6% | -225.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling