+872.1%
MAR vs NCLH
-40.8%
+912.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.0% |
| 7D | -0.5% | -4.6% | +4.1% | +1.1% |
| 30D | -4.7% | -19.9% | +15.3% | +2.5% |
| 3M | -15.6% | -22.0% | +6.4% | -9.4% |
| 6M | +1.2% | -28.3% | +29.5% | +10.8% |
| YTD | +7.5% | -33.5% | +41.0% | +19.3% |
| 1Y | +26.6% | -41.5% | +68.1% | +45.2% |
| 3Y | +66.0% | -8.9% | +74.9% | +51.7% |
| 5Y | +154.1% | -40.5% | +194.6% | +144.0% |
| 10Y | +441.9% | -57.0% | +498.8% | +359.1% |
| All | +872.1% | -40.8% | +912.9% | +731.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling