+51.2%
MMM vs NCLH
-57.7%
+108.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.7% |
| 7D | -3.2% | -6.5% | +3.3% | -2.3% |
| 30D | -10.7% | -22.1% | +11.4% | -7.4% |
| 3M | +4.3% | -18.7% | +23.0% | +7.2% |
| 6M | +5.9% | -28.4% | +34.3% | +10.4% |
| YTD | +3.2% | -34.7% | +37.9% | +8.5% |
| 1Y | +8.0% | -42.7% | +50.7% | +15.3% |
| 3Y | +99.1% | -10.6% | +109.7% | +94.4% |
| 5Y | +25.7% | -40.7% | +66.5% | +23.9% |
| All | +51.2% | -57.7% | +108.8% | +52.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling