+2,423.9%
MUU vs NCLH
-36.5%
+2,460.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.0% |
| 7D | +3.6% | -6.5% | +10.1% | +8.7% |
| 30D | +22.3% | -22.1% | +44.4% | +46.0% |
| 3M | -8.2% | -18.7% | +10.5% | +0.5% |
| 6M | +256.3% | -28.4% | +284.7% | +329.7% |
| YTD | +534.4% | -34.7% | +569.1% | +697.2% |
| 1Y | +2,163.5% | -42.7% | +2,206.2% | +3,096.5% |
| All | +2,423.9% | -36.5% | +2,460.4% | +2,738.8% |
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