-41.4%
NCLH vs MCO
+28.6%
-70.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.4% |
| 7D | -4.8% | -3.8% | -1.0% | -1.8% |
| 30D | -21.7% | -0.4% | -21.3% | -21.5% |
| 3M | -22.2% | +7.7% | -30.0% | -27.5% |
| 6M | -27.5% | +7.0% | -34.5% | -32.4% |
| YTD | -33.6% | -6.4% | -27.2% | -31.3% |
| 1Y | -45.0% | -7.6% | -37.3% | -42.8% |
| 3Y | -11.0% | +43.2% | -54.3% | -38.6% |
| All | -41.4% | +28.6% | -70.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling