+20.4%
MCD vs NCLH
-38.4%
+58.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | -6.1% | -20.1% | +13.9% | -5.0% |
| 3M | -7.3% | -17.0% | +9.8% | -6.5% |
| 6M | -20.9% | -23.2% | +2.3% | -20.1% |
| YTD | -14.7% | -31.0% | +16.4% | -13.4% |
| 1Y | -16.1% | -37.3% | +21.1% | -14.6% |
| 3Y | -1.5% | -5.6% | +4.1% | -3.9% |
| 5Y | +20.4% | -37.0% | +57.4% | +19.5% |
| All | +20.4% | -38.4% | +58.9% | +19.5% |
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 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