-39.2%
NCLH vs M
+46.1%
-85.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.5% |
| 7D | -6.5% | +4.7% | -11.2% | -8.7% |
| 30D | -23.3% | -9.6% | -13.7% | -19.2% |
| 3M | -18.6% | +0.9% | -19.5% | -19.8% |
| 6M | -26.2% | +22.3% | -48.5% | -35.0% |
| YTD | -30.2% | +6.5% | -36.8% | -34.6% |
| 1Y | -39.2% | +38.8% | -77.9% | -49.4% |
| All | -39.2% | +46.1% | -85.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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