-41.2%
NCLH vs MCO
+910.9%
-952.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -0.7% |
| 7D | -6.5% | -7.3% | +0.8% | -1.0% |
| 30D | -22.1% | -1.7% | -20.4% | -21.1% |
| 3M | -18.7% | +3.9% | -22.6% | -21.7% |
| 6M | -28.4% | +3.8% | -32.2% | -31.2% |
| YTD | -34.7% | -7.9% | -26.8% | -32.1% |
| 1Y | -42.7% | -6.8% | -35.9% | -41.2% |
| 3Y | -10.6% | +40.9% | -51.6% | -33.4% |
| 5Y | -40.7% | +27.5% | -68.2% | -52.7% |
| 10Y | -57.8% | +381.4% | -439.2% | -84.1% |
| All | -41.2% | +910.9% | -952.1% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling