-34.6%
MP vs NCLH
-8.8%
-25.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.8% | -11.8% | -6.3% |
| 7D | -12.5% | +15.8% | -28.4% | -15.1% |
| 30D | -23.3% | +25.1% | -48.4% | -26.5% |
| 3M | -24.4% | -7.3% | -17.0% | -24.4% |
| 6M | -45.8% | +8.1% | -53.9% | -48.1% |
| YTD | -28.9% | -16.7% | -12.3% | -32.0% |
| 1Y | -34.6% | -1.0% | -33.6% | -42.0% |
| All | -34.6% | -8.8% | -25.8% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling