+127.0%
MP vs NCLH
+28.8%
+98.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.7% |
| 7D | -10.5% | +2.0% | -12.5% | -11.1% |
| 30D | -23.5% | +19.1% | -42.6% | -27.1% |
| 3M | -25.4% | -7.5% | -18.0% | -24.4% |
| 6M | -51.3% | +1.0% | -52.2% | -52.4% |
| YTD | -29.9% | -19.7% | -10.2% | -28.9% |
| 1Y | -31.8% | -1.8% | -30.1% | -35.2% |
| 3Y | +127.0% | +36.7% | +90.3% | +53.0% |
| All | +127.0% | +28.8% | +98.2% | +53.0% |
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 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