+1,607.5%
MPWR vs NCLH
-57.7%
+1,665.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | -2.3% | -6.5% | +4.3% | -0.5% |
| 30D | -15.4% | -22.1% | +6.7% | -9.8% |
| 3M | -19.4% | -18.7% | -0.7% | -15.8% |
| 6M | +12.7% | -28.4% | +41.1% | +21.1% |
| YTD | +31.3% | -34.7% | +66.0% | +43.1% |
| 1Y | +39.7% | -42.7% | +82.4% | +56.5% |
| 3Y | +142.2% | -10.6% | +152.8% | +133.6% |
| 5Y | +149.0% | -40.7% | +189.7% | +149.9% |
| All | +1,607.5% | -57.7% | +1,665.2% | +1,728.7% |
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