+17.6%
MDLZ vs NCLH
-39.0%
+56.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.4% |
| 7D | 0.0% | -4.6% | +4.6% | +0.2% |
| 30D | +1.4% | -19.9% | +21.4% | +2.5% |
| 3M | 0.0% | -22.0% | +22.0% | +1.1% |
| 6M | +9.1% | -28.3% | +37.4% | +10.5% |
| YTD | +17.9% | -33.5% | +51.4% | +19.5% |
| 1Y | +3.2% | -41.5% | +44.7% | +5.1% |
| 3Y | -2.5% | -8.9% | +6.4% | -5.1% |
| 5Y | +17.6% | -40.5% | +58.0% | +14.5% |
| All | +17.6% | -39.0% | +56.6% | +14.5% |
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 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