+492.8%
MCHP vs NCLH
-40.8%
+533.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.5% |
| 7D | +0.3% | -4.6% | +5.0% | +1.7% |
| 30D | -9.8% | -19.9% | +10.2% | -3.9% |
| 3M | -19.7% | -22.0% | +2.3% | -14.5% |
| 6M | +13.6% | -28.3% | +41.9% | +23.0% |
| YTD | +16.5% | -33.5% | +50.0% | +27.5% |
| 1Y | +15.7% | -41.5% | +57.2% | +30.7% |
| 3Y | 0.0% | -8.9% | +8.9% | -3.9% |
| 5Y | +4.4% | -40.5% | +44.9% | +4.9% |
| 10Y | +201.4% | -57.0% | +258.4% | +173.7% |
| All | +492.8% | -40.8% | +533.7% | +417.5% |
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 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