+238.6%
MMM vs NCLH
-28.4%
+267.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +12.1% | +20.8% | -8.6% | +8.9% |
| 3M | +1.4% | -8.1% | +9.6% | +2.5% |
| 6M | +26.6% | +11.8% | +14.7% | +23.6% |
| YTD | +16.8% | -19.5% | +36.4% | +18.9% |
| 1Y | +10.1% | -3.2% | +13.3% | +8.8% |
| 3Y | +158.4% | +37.1% | +121.3% | +137.2% |
| 5Y | +43.1% | -29.9% | +73.0% | +37.3% |
| 10Y | +74.2% | -53.3% | +127.4% | +59.8% |
| All | +238.6% | -28.4% | +267.1% | +197.6% |
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