+97.9%
MPC vs NCLH
-2.2%
+100.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | 0.0% |
| 7D | -8.8% | +6.3% | -15.1% | -7.6% |
| 30D | -14.4% | +18.9% | -33.3% | -11.0% |
| 3M | +21.9% | -0.2% | +22.2% | +22.9% |
| 6M | +60.1% | +8.4% | +51.8% | +65.5% |
| YTD | +142.3% | -17.1% | +159.4% | +139.9% |
| All | +97.9% | -2.2% | +100.1% | +91.5% |
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