-4.6%
NCLH vs M
+22.4%
-27.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.9% |
| 7D | +1.7% | +0.6% | +1.1% | +1.2% |
| 30D | +17.9% | +7.0% | +10.9% | +13.8% |
| 3M | -4.5% | +3.1% | -7.7% | -6.3% |
| 6M | +12.9% | +33.5% | -20.6% | -6.8% |
| YTD | -19.1% | +13.4% | -32.5% | -27.2% |
| 1Y | -4.6% | +22.4% | -27.1% | -18.7% |
| All | -4.6% | +22.4% | -27.1% | -18.7% |
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