-41.4%
NCLH vs MDY
+46.3%
-87.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.3% |
| 7D | -4.8% | -1.9% | -3.0% | -1.5% |
| 30D | -21.7% | -4.6% | -17.0% | -14.6% |
| 3M | -22.2% | -1.2% | -21.0% | -20.5% |
| 6M | -27.5% | +9.2% | -36.7% | -37.1% |
| YTD | -33.6% | +13.1% | -46.7% | -45.8% |
| 1Y | -45.0% | +13.0% | -58.0% | -54.9% |
| 3Y | -11.0% | +49.2% | -60.3% | -54.3% |
| All | -41.4% | +46.3% | -87.7% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling