-58.0%
NCLH vs MET
+249.3%
-307.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.3% |
| 7D | -4.8% | -0.5% | -4.3% | -4.4% |
| 30D | -21.7% | +0.5% | -22.2% | -22.2% |
| 3M | -22.2% | +11.6% | -33.8% | -31.7% |
| 6M | -27.5% | +40.8% | -68.3% | -50.1% |
| YTD | -33.6% | +25.7% | -59.3% | -48.7% |
| 1Y | -45.0% | +24.4% | -69.4% | -57.2% |
| 3Y | -11.0% | +67.5% | -78.5% | -51.0% |
| 5Y | -39.7% | +85.8% | -125.5% | -70.4% |
| All | -58.0% | +249.3% | -307.3% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling