+248.4%
MNST vs NCLH
-56.8%
+305.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.4% |
| 7D | -3.6% | -4.6% | +1.1% | -3.1% |
| 30D | -6.3% | -19.9% | +13.7% | -4.2% |
| 3M | -5.0% | -22.0% | +17.0% | -2.8% |
| 6M | +13.1% | -28.3% | +41.4% | +16.3% |
| YTD | +11.8% | -33.5% | +45.2% | +15.3% |
| 1Y | +35.2% | -41.5% | +76.7% | +40.9% |
| 3Y | +52.0% | -8.9% | +60.9% | +46.6% |
| 5Y | +77.9% | -40.5% | +118.3% | +73.0% |
| 10Y | +248.4% | -57.0% | +305.4% | +236.7% |
| All | +248.4% | -56.8% | +305.2% | +236.7% |
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 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