+4,609.2%
MU vs NCLH
-50.1%
+4,659.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.4% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | -18.0% | +22.6% | -40.6% | -22.7% |
| 3M | -6.6% | +0.6% | -7.2% | -7.5% |
| 6M | +2.0% | +13.5% | -11.5% | -3.2% |
| YTD | +184.5% | -15.7% | +200.1% | +188.5% |
| 1Y | +236.9% | 0.0% | +236.9% | +225.1% |
| 3Y | +987.0% | +42.8% | +944.2% | +825.3% |
| 5Y | +1,014.6% | -28.4% | +1,043.1% | +948.5% |
| 10Y | +4,609.2% | -51.0% | +4,660.2% | +4,730.2% |
| All | +4,609.2% | -50.1% | +4,659.3% | +4,730.2% |
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