+64.1%
MNST vs NCLH
+38.0%
+26.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.6% |
| 7D | -4.7% | +1.7% | -6.4% | -4.8% |
| 30D | +5.2% | +17.9% | -12.7% | +4.1% |
| 3M | -0.9% | -4.5% | +3.7% | -0.8% |
| 6M | +6.1% | +12.9% | -6.7% | +5.1% |
| YTD | +18.9% | -19.1% | +38.0% | +19.4% |
| 1Y | +29.3% | -4.6% | +34.0% | +29.2% |
| All | +64.1% | +38.0% | +26.1% | +62.0% |
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