+148.8%
MPWR vs NCLH
-6.4%
+155.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -13.1% | -20.1% | +7.0% | -6.5% |
| 3M | -21.7% | -17.0% | -4.7% | -18.1% |
| 6M | +19.5% | -23.2% | +42.8% | +27.3% |
| YTD | +34.9% | -31.0% | +66.0% | +46.8% |
| 1Y | +42.0% | -37.3% | +79.2% | +58.4% |
| 3Y | +148.8% | -5.6% | +154.4% | +117.5% |
| All | +148.8% | -6.4% | +155.2% | +117.5% |
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