+453.7%
MP vs NCLH
-12.2%
+465.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +8.3% | -20.1% | +28.4% | +16.5% |
| 3M | -3.8% | -17.0% | +13.2% | +0.8% |
| 6M | -4.9% | -23.2% | +18.3% | +1.8% |
| YTD | +9.6% | -31.0% | +40.6% | +18.9% |
| 1Y | -11.7% | -37.3% | +25.5% | -1.9% |
| 3Y | +158.5% | -5.6% | +164.1% | +127.4% |
| 5Y | +68.9% | -37.0% | +105.9% | +57.3% |
| All | +453.7% | -12.2% | +465.9% | +385.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling