+81.6%
MDLZ vs NCLH
-56.9%
+138.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.5% |
| 7D | 0.0% | -4.6% | +4.6% | +0.3% |
| 30D | +1.4% | -19.9% | +21.4% | +2.9% |
| 3M | 0.0% | -22.0% | +22.0% | +1.5% |
| 6M | +9.1% | -28.3% | +37.4% | +11.1% |
| YTD | +17.9% | -33.5% | +51.4% | +20.2% |
| 1Y | +3.2% | -41.5% | +44.7% | +5.9% |
| 3Y | -2.5% | -8.9% | +6.4% | -5.2% |
| 5Y | +17.6% | -40.5% | +58.0% | +14.7% |
| All | +81.6% | -56.9% | +138.5% | +60.2% |
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