-18.2%
MDT vs NCLH
-40.4%
+22.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -3.4% | -4.8% | +1.4% | -2.9% |
| 30D | +0.2% | -21.7% | +21.9% | +2.7% |
| 3M | +14.3% | -22.2% | +36.5% | +16.9% |
| 6M | +4.0% | -27.5% | +31.5% | +6.8% |
| YTD | -3.7% | -33.6% | +29.9% | -0.7% |
| 1Y | -0.4% | -45.0% | +44.6% | +4.5% |
| 3Y | +23.3% | -11.0% | +34.4% | +19.1% |
| All | -18.2% | -40.4% | +22.2% | -18.1% |
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 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