+449.3%
MRK vs NCLH
-40.8%
+490.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | -2.7% | -4.6% | +1.9% | -2.5% |
| 30D | +12.7% | -19.9% | +32.6% | +13.9% |
| 3M | +24.2% | -22.0% | +46.2% | +25.6% |
| 6M | +27.8% | -28.3% | +56.1% | +29.6% |
| YTD | +42.2% | -33.5% | +75.7% | +44.4% |
| 1Y | +80.2% | -41.5% | +121.7% | +83.9% |
| 3Y | +48.4% | -8.9% | +57.3% | +45.9% |
| 5Y | +133.6% | -40.5% | +174.0% | +130.6% |
| 10Y | +236.2% | -57.0% | +293.2% | +219.2% |
| All | +449.3% | -40.8% | +490.1% | +442.7% |
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 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