+213.1%
USO vs MXL
+40.1%
+173.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.7% | -2.4% |
| 7D | +9.1% | +18.9% | -9.7% | +8.5% |
| 30D | +21.7% | +0.3% | +21.4% | +21.5% |
| 3M | +20.2% | -8.0% | +28.3% | +19.8% |
| 6M | +43.4% | +341.2% | -297.9% | +31.9% |
| YTD | +124.0% | +327.8% | -203.9% | +105.7% |
| 1Y | +112.2% | +364.9% | -252.7% | +93.0% |
| 3Y | +97.7% | +229.2% | -131.6% | +76.5% |
| All | +213.1% | +40.1% | +173.0% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling