+102.2%
USO vs MXL
+276.5%
-174.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -11.1% | +3.1% | -8.4% |
| 7D | -12.7% | -24.3% | +11.6% | -13.5% |
| 30D | +1.0% | -46.1% | +47.1% | -0.8% |
| 3M | +25.6% | -21.8% | +47.4% | +25.0% |
| 6M | -1.5% | -27.2% | +25.7% | -0.9% |
| YTD | +110.3% | +226.2% | -115.9% | +164.0% |
| 1Y | +102.2% | +297.0% | -194.8% | +156.1% |
| All | +102.2% | +276.5% | -174.3% | +156.1% |
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