+1,660.5%
MPC vs NCLH
-38.0%
+1,698.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | -6.5% | +11.9% | +7.2% |
| 30D | +31.0% | -23.3% | +54.3% | +40.1% |
| 3M | +46.0% | -18.6% | +64.6% | +52.1% |
| 6M | +77.3% | -26.2% | +103.6% | +85.9% |
| YTD | +141.9% | -30.2% | +172.1% | +153.2% |
| 1Y | +120.9% | -39.2% | +160.1% | +138.3% |
| 3Y | +182.7% | -5.1% | +187.7% | +146.8% |
| 5Y | +646.4% | -36.8% | +683.2% | +559.8% |
| 10Y | +1,138.7% | -56.3% | +1,195.0% | +846.7% |
| All | +1,660.5% | -38.0% | +1,698.5% | +1,244.9% |
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