+1,587.3%
MPC vs NCLH
-28.6%
+1,616.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -16.2% | +2.0% | -18.2% | -16.8% |
| 30D | -15.7% | +19.1% | -34.8% | -20.1% |
| 3M | +24.9% | -7.5% | +32.4% | +25.9% |
| 6M | +52.7% | +1.0% | +51.7% | +47.8% |
| YTD | +131.9% | -19.7% | +151.6% | +131.5% |
| 1Y | +96.6% | -1.8% | +98.4% | +84.1% |
| 3Y | +163.8% | +36.7% | +127.1% | +106.6% |
| 5Y | +533.1% | -38.0% | +571.2% | +467.2% |
| 10Y | +1,118.6% | -51.6% | +1,170.2% | +800.2% |
| All | +1,587.3% | -28.6% | +1,616.0% | +1,129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling