+3.8%
MDLZ vs NCLH
-42.6%
+46.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.1% |
| 7D | +1.7% | -6.5% | +8.2% | +1.8% |
| 30D | +1.1% | -22.1% | +23.2% | +1.5% |
| 3M | -1.8% | -18.7% | +16.8% | -1.3% |
| 6M | +12.3% | -28.4% | +40.7% | +12.6% |
| YTD | +18.0% | -34.7% | +52.8% | +18.2% |
| 1Y | +3.8% | -42.7% | +46.5% | +1.8% |
| All | +3.8% | -42.6% | +46.4% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling