+5,745.1%
MPWR vs NCLH
-38.0%
+5,783.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -2.6% | -6.5% | +3.9% | -0.9% |
| 30D | -9.0% | -23.3% | +14.3% | -2.6% |
| 3M | -25.8% | -18.6% | -7.2% | -22.5% |
| 6M | +11.8% | -26.2% | +38.0% | +19.2% |
| YTD | +35.5% | -30.2% | +65.7% | +45.1% |
| 1Y | +45.3% | -39.2% | +84.5% | +60.2% |
| 3Y | +138.5% | -5.1% | +143.5% | +126.4% |
| 5Y | +152.8% | -36.8% | +189.5% | +150.1% |
| 10Y | +1,616.6% | -56.3% | +1,672.9% | +1,481.1% |
| All | +5,745.1% | -38.0% | +5,783.1% | +5,284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling