-66.3%
MARA vs NCLH
-40.4%
-25.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.7% |
| 7D | +5.9% | -4.8% | +10.7% | +9.3% |
| 30D | +24.3% | -21.7% | +45.9% | +44.0% |
| 3M | -12.0% | -22.2% | +10.3% | +0.3% |
| 6M | +40.1% | -27.5% | +67.6% | +62.9% |
| YTD | +33.4% | -33.6% | +67.0% | +57.0% |
| 1Y | -23.7% | -45.0% | +21.2% | +1.2% |
| 3Y | +19.0% | -11.0% | +30.0% | -0.4% |
| All | -66.3% | -40.4% | -25.9% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling