+339.0%
MCK vs NCLH
-40.4%
+379.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -2.9% | -4.8% | +1.9% | -2.9% |
| 30D | +0.4% | -21.7% | +22.1% | +0.5% |
| 3M | +12.1% | -22.2% | +34.3% | +12.2% |
| 6M | -5.4% | -27.5% | +22.1% | -5.3% |
| YTD | +7.8% | -33.6% | +41.4% | +7.9% |
| 1Y | +22.9% | -45.0% | +67.9% | +23.2% |
| 3Y | +110.7% | -11.0% | +121.8% | +108.7% |
| All | +339.0% | -40.4% | +379.4% | +340.9% |
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