+102.7%
MO vs NCLH
-40.4%
+143.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.1% | -4.8% | +5.0% | +0.3% |
| 30D | +7.1% | -21.7% | +28.8% | +8.0% |
| 3M | -2.0% | -22.2% | +20.3% | -1.1% |
| 6M | +7.3% | -27.5% | +34.8% | +8.4% |
| YTD | +23.5% | -33.6% | +57.1% | +24.8% |
| 1Y | +11.0% | -45.0% | +56.0% | +13.1% |
| 3Y | +95.0% | -11.0% | +106.0% | +89.8% |
| All | +102.7% | -40.4% | +143.1% | +98.5% |
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