+194.2%
MDLZ vs NCLH
-38.0%
+232.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -1.7% | -6.5% | +4.8% | -1.2% |
| 30D | -2.1% | -23.3% | +21.2% | -0.1% |
| 3M | +1.3% | -18.6% | +19.9% | +2.7% |
| 6M | +6.2% | -26.2% | +32.4% | +8.2% |
| YTD | +15.8% | -30.2% | +46.0% | +17.9% |
| 1Y | +4.1% | -39.2% | +43.3% | +6.9% |
| 3Y | -4.1% | -5.1% | +1.0% | -7.4% |
| 5Y | +13.4% | -36.8% | +50.1% | +9.7% |
| 10Y | +75.7% | -56.3% | +132.0% | +56.9% |
| All | +194.2% | -38.0% | +232.2% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling