+181.3%
MCD vs NCLH
-56.8%
+238.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | -2.9% | -4.6% | +1.8% | -2.4% |
| 30D | -6.7% | -19.9% | +13.2% | -4.7% |
| 3M | -9.6% | -22.0% | +12.4% | -7.5% |
| 6M | -22.3% | -28.3% | +6.0% | -20.2% |
| YTD | -15.4% | -33.5% | +18.0% | -12.8% |
| 1Y | -16.8% | -41.5% | +24.7% | -13.4% |
| 3Y | -2.4% | -8.9% | +6.5% | -6.2% |
| 5Y | +19.4% | -40.5% | +59.8% | +15.7% |
| 10Y | +181.3% | -57.0% | +238.3% | +127.5% |
| All | +181.3% | -56.8% | +238.1% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling