-58.7%
MARA vs NCLH
-8.8%
-49.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.8% | -10.8% | -4.9% |
| 7D | -6.5% | +15.8% | -22.3% | -8.7% |
| 30D | -38.5% | +25.1% | -63.6% | -40.6% |
| 3M | -41.5% | -7.3% | -34.2% | -40.8% |
| 6M | -41.9% | +8.1% | -50.1% | -43.8% |
| YTD | -23.5% | -16.7% | -6.8% | -26.8% |
| 1Y | -58.7% | -1.0% | -57.7% | -62.9% |
| All | -58.7% | -8.8% | -49.8% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling