+75.6%
MMM vs NCLH
-53.4%
+129.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +11.7% | +20.8% | -9.1% | +8.5% |
| 3M | +1.0% | -8.1% | +9.1% | +2.1% |
| 6M | +26.0% | +11.8% | +14.2% | +23.1% |
| YTD | +16.3% | -19.5% | +35.9% | +18.4% |
| 1Y | +9.6% | -3.2% | +12.9% | +8.3% |
| 3Y | +157.3% | +37.1% | +120.2% | +136.5% |
| 5Y | +42.5% | -29.9% | +72.4% | +36.8% |
| All | +75.6% | -53.4% | +129.0% | +78.2% |
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