+35.2%
MNST vs NCLH
-39.6%
+74.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.3% |
| 3M | -5.0% | -22.0% | +17.0% | -2.9% |
| 6M | +13.1% | -28.3% | +41.4% | +15.8% |
| YTD | +11.8% | -33.5% | +45.2% | +15.5% |
| 1Y | +35.2% | -41.5% | +76.7% | +38.9% |
| All | +35.2% | -39.6% | +74.9% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling