+265.1%
MU vs NCLH
-8.8%
+274.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.8% | -13.8% | -8.1% |
| 7D | -19.1% | +15.8% | -34.9% | -21.4% |
| 30D | -25.2% | +25.1% | -50.3% | -28.6% |
| 3M | -10.9% | -7.3% | -3.6% | -9.2% |
| 6M | +38.0% | +8.1% | +29.9% | +31.6% |
| YTD | +178.8% | -16.7% | +195.5% | +181.4% |
| 1Y | +265.1% | -1.0% | +266.2% | +268.3% |
| All | +265.1% | -8.8% | +274.0% | +268.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling