-51.9%
USO vs MXL
+298.4%
-350.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.5% | -4.8% | +2.1% |
| 7D | +6.2% | +19.0% | -12.7% | +4.8% |
| 30D | +19.1% | +4.5% | +14.6% | +18.3% |
| 3M | +14.2% | -1.5% | +15.7% | +12.3% |
| 6M | +43.7% | +348.6% | -304.9% | +19.8% |
| YTD | +116.8% | +310.3% | -193.4% | +81.4% |
| 1Y | +104.3% | +344.7% | -240.4% | +68.5% |
| 3Y | +91.5% | +211.2% | -119.7% | +54.7% |
| 5Y | +214.1% | +34.8% | +179.2% | +167.1% |
| 10Y | +77.0% | +286.5% | -209.5% | +23.5% |
| All | -51.9% | +298.4% | -350.2% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling