+45.4%
MRK vs NCLH
-10.7%
+56.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.6% |
| 7D | -4.3% | -4.8% | +0.6% | -4.1% |
| 30D | +8.3% | -21.7% | +30.0% | +9.4% |
| 3M | +20.0% | -22.2% | +42.3% | +21.2% |
| 6M | +25.7% | -27.5% | +53.2% | +27.1% |
| YTD | +38.7% | -33.6% | +72.3% | +40.4% |
| 1Y | +74.7% | -45.0% | +119.7% | +77.3% |
| 3Y | +45.4% | -11.0% | +56.4% | +43.3% |
| All | +45.4% | -10.7% | +56.0% | +43.3% |
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