-40.1%
NCLH vs MDY
+312.5%
-352.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -1.7% |
| 7D | -4.6% | -0.8% | -3.9% | -3.4% |
| 30D | -19.9% | -3.9% | -16.1% | -14.4% |
| 3M | -22.0% | 0.0% | -21.9% | -21.7% |
| 6M | -28.3% | +8.5% | -36.8% | -36.5% |
| YTD | -33.5% | +13.2% | -46.7% | -45.0% |
| 1Y | -41.5% | +15.0% | -56.5% | -52.6% |
| 3Y | -8.9% | +49.6% | -58.5% | -50.3% |
| 5Y | -40.5% | +46.0% | -86.5% | -63.3% |
| 10Y | -57.0% | +176.4% | -233.3% | -86.8% |
| All | -40.1% | +312.5% | -352.6% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling