+5.0%
MDLZ vs NCLH
+38.0%
-32.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.2% |
| 7D | -0.4% | +1.7% | -2.1% | -0.4% |
| 30D | +8.2% | +17.9% | -9.7% | +8.0% |
| 3M | +8.0% | -4.5% | +12.5% | +8.0% |
| 6M | +9.7% | +12.9% | -3.1% | +9.6% |
| YTD | +26.9% | -19.1% | +46.0% | +26.8% |
| 1Y | +20.9% | -4.6% | +25.5% | +20.5% |
| All | +5.0% | +38.0% | -32.9% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling