+25.7%
MRK vs NCLH
-27.1%
+52.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.7% |
| 7D | -4.3% | -4.8% | +0.6% | -3.8% |
| 30D | +8.3% | -21.7% | +30.0% | +10.6% |
| 3M | +20.0% | -22.2% | +42.3% | +22.3% |
| 6M | +25.7% | -27.5% | +53.2% | +31.4% |
| All | +25.7% | -27.1% | +52.7% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling