+321.2%
MRVL vs NCLH
-10.5%
+331.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.6% |
| 7D | +13.8% | -4.6% | +18.4% | +15.7% |
| 30D | +12.7% | -19.9% | +32.6% | +22.0% |
| 3M | -11.9% | -22.0% | +10.0% | -5.0% |
| 6M | +153.8% | -28.3% | +182.1% | +180.7% |
| YTD | +177.0% | -33.5% | +210.4% | +208.2% |
| 1Y | +252.3% | -41.5% | +293.8% | +308.9% |
| All | +321.2% | -10.5% | +331.7% | +293.3% |
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