+1,319.3%
MU vs NCLH
-38.4%
+1,357.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | +7.2% | -0.3% | +7.4% | +7.3% |
| 30D | +14.0% | -20.1% | +34.0% | +22.2% |
| 3M | +5.4% | -17.0% | +22.4% | +10.2% |
| 6M | +170.3% | -23.2% | +193.5% | +187.8% |
| YTD | +250.7% | -31.0% | +281.7% | +282.0% |
| 1Y | +662.1% | -37.3% | +699.4% | +750.5% |
| 3Y | +1,341.2% | -5.6% | +1,346.8% | +1,237.8% |
| 5Y | +1,319.3% | -37.0% | +1,356.3% | +1,234.2% |
| All | +1,319.3% | -38.4% | +1,357.8% | +1,234.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling