+159.3%
MP vs NCLH
+37.2%
+122.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | +9.5% | +0.2% | +9.2% | +9.4% |
| 30D | -3.0% | +20.8% | -23.8% | -8.0% |
| 3M | -30.4% | -8.1% | -22.2% | -29.2% |
| 6M | -39.2% | +11.8% | -51.0% | -42.2% |
| YTD | -23.3% | -19.5% | -3.7% | -22.2% |
| 1Y | -32.6% | -3.2% | -29.4% | -35.7% |
| 3Y | +159.3% | +37.1% | +122.2% | +67.7% |
| All | +159.3% | +37.2% | +122.1% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling