-57.0%
NCLH vs M
-7.1%
-49.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -1.3% |
| 7D | -4.6% | -4.1% | -0.6% | -2.6% |
| 30D | -19.9% | -13.6% | -6.3% | -13.7% |
| 3M | -22.0% | -2.3% | -19.7% | -21.7% |
| 6M | -28.3% | +21.9% | -50.2% | -36.1% |
| YTD | -33.5% | -0.6% | -32.9% | -34.2% |
| 1Y | -41.5% | +29.7% | -71.2% | -50.1% |
| 3Y | -8.9% | +107.3% | -116.2% | -46.0% |
| 5Y | -40.5% | +20.5% | -60.9% | -57.3% |
| 10Y | -57.0% | -6.1% | -50.9% | -81.3% |
| All | -57.0% | -7.1% | -49.9% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling