+961.1%
MELI vs NCLH
-56.9%
+1,018.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -4.1% | -4.8% | +0.7% | -3.0% |
| 30D | +3.8% | -21.7% | +25.4% | +9.8% |
| 3M | +17.8% | -22.2% | +40.1% | +24.3% |
| 6M | +7.4% | -27.5% | +35.0% | +14.5% |
| YTD | -5.8% | -33.6% | +27.8% | +1.3% |
| 1Y | -18.9% | -45.0% | +26.1% | -9.3% |
| 3Y | +33.3% | -11.0% | +44.4% | +25.0% |
| 5Y | +2.7% | -39.7% | +42.4% | +0.2% |
| All | +961.1% | -56.9% | +1,018.1% | +1,190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling