+52.6%
MMM vs NCLH
-56.9%
+109.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.3% |
| 7D | -2.6% | -4.6% | +2.0% | -1.9% |
| 30D | -9.3% | -19.9% | +10.7% | -6.3% |
| 3M | +5.6% | -22.0% | +27.5% | +9.2% |
| 6M | +9.5% | -28.3% | +37.8% | +14.1% |
| YTD | +4.1% | -33.5% | +37.6% | +9.2% |
| 1Y | +9.4% | -41.5% | +50.8% | +16.4% |
| 3Y | +101.0% | -8.9% | +109.9% | +95.7% |
| 5Y | +26.1% | -40.5% | +66.6% | +24.1% |
| All | +52.6% | -56.9% | +109.5% | +53.3% |
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 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