+209.5%
MMM vs NCLH
-38.0%
+247.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -3.3% | -6.5% | +3.2% | -2.4% |
| 30D | -7.0% | -23.3% | +16.3% | -3.3% |
| 3M | +10.8% | -18.6% | +29.4% | +13.9% |
| 6M | +5.8% | -26.2% | +32.0% | +9.8% |
| YTD | +6.8% | -30.2% | +37.0% | +11.2% |
| 1Y | +10.4% | -39.2% | +49.5% | +16.8% |
| 3Y | +104.7% | -5.1% | +109.7% | +97.9% |
| 5Y | +23.6% | -36.8% | +60.3% | +20.4% |
| 10Y | +54.1% | -56.3% | +110.4% | +42.7% |
| All | +209.5% | -38.0% | +247.5% | +178.4% |
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