+173.4%
MPC vs NCLH
-5.2%
+178.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | -6.5% | +11.9% | +5.8% |
| 30D | +31.0% | -23.3% | +54.3% | +32.8% |
| 3M | +46.0% | -18.6% | +64.6% | +47.2% |
| 6M | +77.3% | -26.2% | +103.6% | +80.0% |
| YTD | +141.9% | -30.2% | +172.1% | +145.1% |
| 1Y | +120.9% | -39.2% | +160.1% | +127.5% |
| All | +173.4% | -5.2% | +178.6% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling