+99.8%
MNST vs NCLH
-30.1%
+129.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.0% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +5.1% | +20.8% | -15.7% | +3.0% |
| 3M | -0.5% | -8.1% | +7.7% | +0.1% |
| 6M | +8.1% | +11.8% | -3.7% | +6.4% |
| YTD | +21.2% | -19.5% | +40.7% | +22.4% |
| 1Y | +30.7% | -3.2% | +34.0% | +29.6% |
| 3Y | +67.3% | +37.1% | +30.2% | +52.6% |
| All | +99.8% | -30.1% | +129.9% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling