-1.0%
NCLH vs MDY
+17.5%
-18.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +5.6% |
| 7D | +15.8% | +1.7% | +14.1% | +12.4% |
| 30D | +25.1% | +1.2% | +23.9% | +22.8% |
| 3M | -7.3% | -3.5% | -3.8% | -0.4% |
| 6M | +8.1% | +3.5% | +4.6% | +1.7% |
| YTD | -16.7% | +13.6% | -30.3% | -33.4% |
| 1Y | -1.0% | +17.1% | -18.1% | -24.2% |
| All | -1.0% | +17.5% | -18.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling