+1,921.6%
MPWR vs NCLH
-50.1%
+1,971.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.7% | +7.2% | +8.5% |
| 7D | +17.3% | +1.2% | +16.1% | +17.2% |
| 30D | +12.1% | +22.6% | -10.5% | +5.8% |
| 3M | +5.6% | +0.6% | +5.0% | +4.9% |
| 6M | -10.7% | +13.5% | -24.2% | -15.1% |
| YTD | +64.0% | -15.7% | +79.6% | +66.4% |
| 1Y | +55.9% | 0.0% | +55.9% | +50.6% |
| 3Y | +199.5% | +42.8% | +156.7% | +156.0% |
| 5Y | +176.6% | -28.4% | +205.0% | +161.9% |
| 10Y | +1,921.6% | -51.0% | +1,972.6% | +1,847.4% |
| All | +1,921.6% | -50.1% | +1,971.7% | +1,847.4% |
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 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