+54.7%
MNST vs NCLH
-5.2%
+59.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.5% | -6.5% | 0.0% | -6.1% |
| 30D | -7.2% | -23.3% | +16.1% | -5.8% |
| 3M | -1.0% | -18.6% | +17.6% | +0.1% |
| 6M | +11.5% | -26.2% | +37.7% | +13.0% |
| YTD | +14.3% | -30.2% | +44.6% | +16.1% |
| 1Y | +38.1% | -39.2% | +77.3% | +40.9% |
| All | +54.7% | -5.2% | +59.9% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling