+433.8%
MAR vs NCLH
-56.9%
+490.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | -0.5% | -4.8% | +4.3% | +1.1% |
| 30D | -5.4% | -21.7% | +16.3% | +2.4% |
| 3M | -15.5% | -22.2% | +6.7% | -9.1% |
| 6M | +3.0% | -27.5% | +30.5% | +12.3% |
| YTD | +8.5% | -33.6% | +42.1% | +20.6% |
| 1Y | +26.0% | -45.0% | +70.9% | +47.7% |
| 3Y | +68.6% | -11.0% | +79.6% | +55.2% |
| 5Y | +157.4% | -39.7% | +197.1% | +145.9% |
| All | +433.8% | -56.9% | +490.8% | +396.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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