-30.8%
NCLH vs M
+0.1%
-30.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +6.3% | +5.0% | +1.2% | +3.6% |
| 30D | +18.9% | +10.6% | +8.3% | +13.2% |
| 3M | -0.2% | +1.6% | -1.8% | -1.4% |
| 6M | +8.4% | +30.8% | -22.5% | -5.9% |
| YTD | -17.1% | +16.9% | -34.0% | -24.2% |
| 1Y | -2.8% | +26.3% | -29.0% | -14.6% |
| 3Y | +40.4% | +158.6% | -118.2% | -22.5% |
| 5Y | -30.8% | +2.1% | -32.8% | -45.1% |
| All | -30.8% | +0.1% | -30.8% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling