+548.8%
MU vs NCLH
-42.7%
+591.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -4.1% | -4.8% | +0.8% | -3.0% |
| 30D | +7.0% | -21.7% | +28.7% | +13.2% |
| 3M | -2.1% | -22.2% | +20.2% | +2.1% |
| 6M | +133.1% | -27.5% | +160.6% | +143.8% |
| YTD | +241.9% | -33.6% | +275.5% | +263.3% |
| 1Y | +548.8% | -45.0% | +593.7% | +598.4% |
| All | +548.8% | -42.7% | +591.4% | +598.4% |
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