+298.4%
MCD vs NCLH
-38.0%
+336.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | -6.5% | +3.7% | -2.2% |
| 30D | -6.0% | -23.3% | +17.3% | -3.5% |
| 3M | -5.6% | -18.6% | +13.0% | -3.9% |
| 6M | -21.9% | -26.2% | +4.4% | -19.9% |
| YTD | -14.7% | -30.2% | +15.5% | -12.4% |
| 1Y | -17.3% | -39.2% | +21.9% | -14.1% |
| 3Y | -2.2% | -5.1% | +2.9% | -6.4% |
| 5Y | +20.3% | -36.8% | +57.0% | +15.7% |
| 10Y | +180.7% | -56.3% | +237.0% | +133.5% |
| All | +298.4% | -38.0% | +336.3% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling