-58.0%
NCLH vs MCO
+393.6%
-451.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.3% |
| 7D | -4.8% | -3.8% | -1.0% | -1.6% |
| 30D | -21.7% | -0.4% | -21.3% | -21.5% |
| 3M | -22.2% | +7.7% | -30.0% | -27.7% |
| 6M | -27.5% | +7.0% | -34.5% | -32.6% |
| YTD | -33.6% | -6.4% | -27.2% | -31.6% |
| 1Y | -45.0% | -7.6% | -37.3% | -43.0% |
| 3Y | -11.0% | +43.2% | -54.3% | -38.2% |
| 5Y | -39.7% | +29.6% | -69.3% | -54.8% |
| All | -58.0% | +393.6% | -451.6% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling