+1,925.8%
MRVL vs NCLH
-56.9%
+1,982.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.6% |
| 7D | +5.6% | -4.8% | +10.4% | +7.0% |
| 30D | +8.8% | -21.7% | +30.4% | +15.7% |
| 3M | -15.9% | -22.2% | +6.4% | -11.1% |
| 6M | +161.3% | -27.5% | +188.8% | +180.8% |
| YTD | +178.2% | -33.6% | +211.8% | +201.9% |
| 1Y | +255.3% | -45.0% | +300.3% | +301.7% |
| 3Y | +323.1% | -11.0% | +334.2% | +314.3% |
| 5Y | +293.2% | -39.7% | +332.9% | +297.0% |
| All | +1,925.8% | -56.9% | +1,982.7% | +2,158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling