+227.1%
MDLZ vs NCLH
-28.4%
+255.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.3% |
| 30D | +7.9% | +20.8% | -12.8% | +6.3% |
| 3M | +7.3% | -8.1% | +15.4% | +7.7% |
| 6M | +11.7% | +11.8% | -0.1% | +10.2% |
| YTD | +28.7% | -19.5% | +48.3% | +29.5% |
| 1Y | +22.8% | -3.2% | +26.0% | +21.5% |
| 3Y | +6.6% | +37.1% | -30.5% | -0.3% |
| 5Y | +23.2% | -29.9% | +53.1% | +18.3% |
| 10Y | +108.7% | -53.3% | +162.0% | +87.0% |
| All | +227.1% | -28.4% | +255.6% | +191.9% |
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