+1,043.5%
MNST vs NCLH
-28.0%
+1,071.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.8% |
| 7D | -4.7% | +1.7% | -6.4% | -4.9% |
| 30D | +5.2% | +17.9% | -12.7% | +3.1% |
| 3M | -0.9% | -4.5% | +3.7% | -0.6% |
| 6M | +6.1% | +12.9% | -6.7% | +4.0% |
| YTD | +18.9% | -19.1% | +38.0% | +20.1% |
| 1Y | +29.3% | -4.6% | +34.0% | +28.1% |
| 3Y | +64.9% | +37.0% | +27.8% | +50.8% |
| 5Y | +98.0% | -29.5% | +127.5% | +88.3% |
| 10Y | +334.8% | -53.0% | +387.8% | +291.5% |
| All | +1,043.5% | -28.0% | +1,071.6% | +826.8% |
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