-73.1%
NCLH vs MDB
+1,032.9%
-1,106.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.9% |
| 7D | -6.5% | -2.8% | -3.8% | -6.0% |
| 30D | -22.1% | -14.9% | -7.2% | -19.6% |
| 3M | -18.7% | +7.3% | -26.0% | -21.1% |
| 6M | -28.4% | +38.2% | -66.6% | -35.9% |
| YTD | -34.7% | -10.9% | -23.8% | -35.9% |
| 1Y | -42.7% | +11.6% | -54.4% | -47.3% |
| 3Y | -10.6% | -0.9% | -9.7% | -22.2% |
| 5Y | -40.7% | -23.5% | -17.2% | -50.9% |
| All | -73.1% | +1,032.9% | -1,106.0% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling