+1,094.5%
MPC vs NCLH
-50.9%
+1,145.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -8.8% | +6.3% | -15.1% | -10.4% |
| 30D | -14.4% | +18.9% | -33.3% | -18.8% |
| 3M | +21.9% | -0.2% | +22.2% | +20.7% |
| 6M | +60.1% | +8.4% | +51.8% | +52.2% |
| YTD | +142.3% | -17.1% | +159.4% | +140.1% |
| 1Y | +101.7% | -2.8% | +104.5% | +89.8% |
| 3Y | +184.8% | +40.4% | +144.3% | +121.3% |
| 5Y | +564.6% | -30.8% | +595.4% | +475.1% |
| All | +1,094.5% | -50.9% | +1,145.4% | +885.8% |
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