+246.8%
MMM vs NCLH
-25.0%
+271.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.5% |
| 7D | -2.6% | +1.2% | -3.8% | -2.8% |
| 30D | +17.4% | +22.6% | -5.2% | +13.8% |
| 3M | +3.6% | +0.6% | +2.9% | +3.2% |
| 6M | +33.0% | +13.5% | +19.5% | +29.6% |
| YTD | +19.6% | -15.7% | +35.3% | +20.9% |
| 1Y | +14.0% | 0.0% | +14.0% | +12.1% |
| 3Y | +164.3% | +42.8% | +121.5% | +141.1% |
| 5Y | +49.3% | -28.4% | +77.8% | +42.8% |
| 10Y | +78.4% | -51.0% | +129.4% | +62.5% |
| All | +246.8% | -25.0% | +271.8% | +202.7% |
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