-38.5%
MP vs NCLH
-0.2%
-38.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.5% |
| 7D | +2.3% | +1.2% | +1.1% | +2.1% |
| 30D | -15.3% | +22.6% | -37.9% | -18.2% |
| 3M | -33.5% | +0.6% | -34.2% | -34.4% |
| 6M | -45.5% | +13.5% | -59.0% | -48.1% |
| YTD | -27.3% | -15.7% | -11.6% | -31.0% |
| All | -38.5% | -0.2% | -38.3% | -41.7% |
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