+1,865.4%
MPWR vs NCLH
-53.1%
+1,918.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.0% |
| 7D | +27.9% | +1.7% | +26.2% | +27.5% |
| 30D | +9.7% | +17.9% | -8.2% | +4.7% |
| 3M | +1.7% | -4.5% | +6.3% | +2.4% |
| 6M | -9.2% | +12.9% | -22.1% | -13.6% |
| YTD | +60.5% | -19.1% | +79.6% | +64.7% |
| 1Y | +52.0% | -4.6% | +56.7% | +48.8% |
| 3Y | +193.1% | +37.0% | +156.1% | +153.3% |
| 5Y | +167.3% | -29.5% | +196.8% | +154.7% |
| All | +1,865.4% | -53.1% | +1,918.5% | +1,835.1% |
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