+120.9%
MPC vs NCLH
-38.5%
+159.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | -6.5% | +11.9% | +4.6% |
| 30D | +31.0% | -23.3% | +54.3% | +27.1% |
| 3M | +46.0% | -18.6% | +64.6% | +43.2% |
| 6M | +77.3% | -26.2% | +103.6% | +75.3% |
| YTD | +141.9% | -30.2% | +172.1% | +136.5% |
| 1Y | +120.9% | -39.2% | +160.1% | +120.5% |
| All | +120.9% | -38.5% | +159.4% | +120.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling