+175.0%
MPWR vs NCLH
+44.8%
+130.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +2.2% | +6.3% | -4.1% | +0.2% |
| 30D | -2.1% | +18.9% | -21.0% | -8.0% |
| 3M | -1.6% | -0.2% | -1.3% | -2.2% |
| 6M | -14.9% | +8.4% | -23.3% | -19.6% |
| YTD | +50.5% | -17.1% | +67.6% | +53.2% |
| 1Y | +40.0% | -2.8% | +42.8% | +33.0% |
| 3Y | +175.0% | +40.4% | +134.5% | +124.3% |
| All | +175.0% | +44.8% | +130.1% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling