+445.3%
MP vs NCLH
-11.2%
+456.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | -6.5% | +3.6% | -0.7% |
| 30D | +13.8% | -23.3% | +37.1% | +24.1% |
| 3M | -16.7% | -18.6% | +1.9% | -12.0% |
| 6M | -11.5% | -26.2% | +14.8% | -4.0% |
| YTD | +7.9% | -30.2% | +38.2% | +16.7% |
| 1Y | -15.0% | -39.2% | +24.1% | -4.5% |
| 3Y | +153.5% | -5.1% | +158.6% | +122.7% |
| 5Y | +58.7% | -36.8% | +95.4% | +47.5% |
| All | +445.3% | -11.2% | +456.5% | +376.0% |
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 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