+154.3%
MP vs NCLH
-5.2%
+159.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | -6.5% | +3.6% | -1.2% |
| 30D | +13.8% | -23.3% | +37.1% | +21.5% |
| 3M | -16.7% | -18.6% | +1.9% | -13.3% |
| 6M | -11.5% | -26.2% | +14.8% | -6.1% |
| YTD | +7.9% | -30.2% | +38.2% | +14.0% |
| 1Y | -15.0% | -39.2% | +24.1% | -7.3% |
| All | +154.3% | -5.2% | +159.5% | +111.0% |
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