-40.7%
NCLH vs MET
+82.5%
-123.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -3.0% |
| 7D | -6.5% | -2.5% | -4.1% | -4.4% |
| 30D | -22.1% | 0.0% | -22.1% | -22.1% |
| 3M | -18.7% | +13.1% | -31.8% | -28.5% |
| 6M | -28.4% | +39.0% | -67.4% | -48.3% |
| YTD | -34.7% | +25.2% | -59.9% | -48.1% |
| 1Y | -42.7% | +25.6% | -68.3% | -54.8% |
| 3Y | -10.6% | +67.1% | -77.7% | -47.7% |
| 5Y | -40.7% | +85.1% | -125.9% | -68.9% |
| All | -40.7% | +82.5% | -123.3% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling