+181.4%
MDT vs NCLH
-38.7%
+220.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | +6.0% | -20.1% | +26.1% | +9.1% |
| 3M | +15.5% | -17.0% | +32.6% | +18.1% |
| 6M | +3.4% | -23.2% | +26.6% | +6.3% |
| YTD | -2.2% | -31.0% | +28.9% | +1.4% |
| 1Y | +2.6% | -37.3% | +39.8% | +7.2% |
| 3Y | +27.5% | -5.6% | +33.1% | +21.1% |
| 5Y | -20.1% | -37.0% | +16.9% | -23.4% |
| 10Y | +39.1% | -55.3% | +94.3% | +18.7% |
| All | +181.4% | -38.7% | +220.1% | +137.9% |
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