-37.0%
NCLH vs M
+24.8%
-61.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.1% |
| 7D | -0.3% | +2.4% | -2.6% | -1.4% |
| 30D | -20.1% | -11.6% | -8.4% | -15.4% |
| 3M | -17.0% | +1.6% | -18.7% | -18.2% |
| 6M | -23.2% | +25.2% | -48.5% | -31.5% |
| YTD | -31.0% | +3.8% | -34.8% | -33.0% |
| 1Y | -37.3% | +36.3% | -73.6% | -46.5% |
| 3Y | -5.6% | +116.3% | -121.9% | -41.8% |
| 5Y | -37.0% | +28.2% | -65.2% | -50.9% |
| All | -37.0% | +24.8% | -61.8% | -50.9% |
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