-45.0%
NCLH vs M
+34.0%
-79.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | -2.1% |
| 7D | -4.8% | -4.2% | -0.6% | -2.9% |
| 30D | -21.7% | -7.2% | -14.5% | -18.8% |
| 3M | -22.2% | -11.1% | -11.1% | -18.1% |
| 6M | -27.5% | +28.8% | -56.3% | -37.6% |
| YTD | -33.6% | +2.0% | -35.6% | -36.5% |
| 1Y | -45.0% | +31.3% | -76.2% | -52.3% |
| All | -45.0% | +34.0% | -79.0% | -52.3% |
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 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