+254.1%
MP vs NCLH
+2.2%
+251.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.6% |
| 7D | -10.5% | +2.0% | -12.5% | -11.3% |
| 30D | -23.5% | +19.1% | -42.6% | -28.2% |
| 3M | -25.4% | -7.5% | -18.0% | -23.9% |
| 6M | -51.3% | +1.0% | -52.2% | -52.5% |
| YTD | -29.9% | -19.7% | -10.2% | -28.0% |
| 1Y | -31.8% | -1.8% | -30.1% | -35.2% |
| 3Y | +127.0% | +36.7% | +90.3% | +75.1% |
| 5Y | -3.3% | -38.0% | +34.8% | -10.2% |
| All | +254.1% | +2.2% | +251.9% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling