+65.8%
MAR vs NCLH
-12.2%
+77.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.3% |
| 7D | -2.1% | -6.5% | +4.5% | -0.4% |
| 30D | -5.7% | -22.1% | +16.4% | +0.4% |
| 3M | -14.6% | -18.7% | +4.1% | -10.8% |
| 6M | +1.3% | -28.4% | +29.7% | +8.7% |
| YTD | +6.7% | -34.7% | +41.4% | +16.3% |
| 1Y | +26.4% | -42.7% | +69.1% | +41.5% |
| All | +65.8% | -12.2% | +77.9% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling