+1,166.2%
MPC vs NCLH
-53.1%
+1,219.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +3.5% |
| 7D | +9.4% | +1.7% | +7.7% | +8.9% |
| 30D | -13.4% | +17.9% | -31.3% | -17.8% |
| 3M | +18.9% | -4.5% | +23.4% | +18.9% |
| 6M | +64.9% | +12.9% | +52.0% | +55.0% |
| YTD | +156.8% | -19.1% | +175.9% | +155.9% |
| 1Y | +113.2% | -4.6% | +117.8% | +101.4% |
| 3Y | +201.8% | +37.0% | +164.8% | +135.8% |
| 5Y | +601.4% | -29.5% | +630.9% | +500.9% |
| All | +1,166.2% | -53.1% | +1,219.3% | +952.1% |
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