-27.6%
NCLH vs M
+10.2%
-37.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.3% |
| 7D | +0.2% | +7.0% | -6.8% | -3.3% |
| 30D | +20.8% | +8.9% | +11.9% | +15.6% |
| 3M | -8.1% | +4.5% | -12.6% | -10.6% |
| 6M | +11.8% | +36.2% | -24.4% | -5.8% |
| YTD | -19.5% | +15.1% | -34.7% | -26.3% |
| 1Y | -3.2% | +27.4% | -30.7% | -16.1% |
| 3Y | +37.1% | +160.1% | -123.0% | -25.8% |
| 5Y | -29.9% | -1.6% | -28.4% | -41.7% |
| 10Y | -53.3% | -7.7% | -45.6% | -77.1% |
| All | -27.6% | +10.2% | -37.7% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling