+84.8%
MRK vs NCLH
-38.5%
+123.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.3% | -6.5% | +7.8% | +1.9% |
| 30D | +17.1% | -23.3% | +40.4% | +19.6% |
| 3M | +25.9% | -18.6% | +44.5% | +27.6% |
| 6M | +26.8% | -26.2% | +53.1% | +29.6% |
| YTD | +44.9% | -30.2% | +75.2% | +47.8% |
| 1Y | +84.8% | -39.2% | +124.0% | +87.7% |
| All | +84.8% | -38.5% | +123.3% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling