-5.6%
NCLH vs MDB
-5.6%
+0.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | -0.3% | -18.0% | +17.8% | +3.2% |
| 30D | -20.1% | -10.7% | -9.3% | -18.8% |
| 3M | -17.0% | +1.0% | -18.0% | -18.0% |
| 6M | -23.2% | +31.6% | -54.9% | -29.3% |
| YTD | -31.0% | -15.2% | -15.9% | -31.2% |
| 1Y | -37.3% | +10.1% | -47.4% | -41.3% |
| 3Y | -5.6% | -5.6% | +0.1% | -21.5% |
| All | -5.6% | -5.6% | +0.1% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling