+1,134.0%
MPC vs NCLH
-56.0%
+1,190.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.4% | +2.6% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | +33.8% | -20.1% | +53.8% | +41.4% |
| 3M | +49.9% | -17.0% | +66.9% | +55.1% |
| 6M | +80.9% | -23.2% | +104.2% | +87.5% |
| YTD | +147.4% | -31.0% | +178.5% | +159.6% |
| 1Y | +123.2% | -37.3% | +160.5% | +138.5% |
| 3Y | +171.7% | -5.6% | +177.3% | +137.5% |
| 5Y | +678.6% | -37.0% | +715.5% | +589.0% |
| 10Y | +1,134.0% | -55.3% | +1,189.3% | +908.5% |
| All | +1,134.0% | -56.0% | +1,190.1% | +908.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling