+19.0%
MARA vs NCLH
-10.7%
+29.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.0% |
| 7D | +5.9% | -4.8% | +10.7% | +8.5% |
| 30D | +24.3% | -21.7% | +45.9% | +39.2% |
| 3M | -12.0% | -22.2% | +10.3% | -2.7% |
| 6M | +40.1% | -27.5% | +67.6% | +57.7% |
| YTD | +33.4% | -33.6% | +67.0% | +51.8% |
| 1Y | -23.7% | -45.0% | +21.2% | -3.4% |
| 3Y | +19.0% | -11.0% | +30.0% | +9.4% |
| All | +19.0% | -10.7% | +29.6% | +9.4% |
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