+999.6%
MNST vs NCLH
-38.0%
+1,037.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.5% | -6.5% | 0.0% | -5.8% |
| 30D | -7.2% | -23.3% | +16.1% | -4.5% |
| 3M | -1.0% | -18.6% | +17.6% | +1.0% |
| 6M | +11.5% | -26.2% | +37.7% | +14.6% |
| YTD | +14.3% | -30.2% | +44.6% | +17.7% |
| 1Y | +38.1% | -39.2% | +77.3% | +43.8% |
| 3Y | +55.0% | -5.1% | +60.0% | +48.1% |
| 5Y | +79.6% | -36.8% | +116.4% | +73.1% |
| 10Y | +241.8% | -56.3% | +298.1% | +207.3% |
| All | +999.6% | -38.0% | +1,037.6% | +808.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling