-40.1%
NCLH vs MET
+357.0%
-397.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.7% |
| 7D | -4.6% | -0.8% | -3.9% | -4.1% |
| 30D | -19.9% | -1.4% | -18.6% | -19.0% |
| 3M | -22.0% | +12.5% | -34.5% | -30.7% |
| 6M | -28.3% | +37.1% | -65.4% | -46.7% |
| YTD | -33.5% | +23.8% | -57.3% | -45.9% |
| 1Y | -41.5% | +24.1% | -65.6% | -52.6% |
| 3Y | -8.9% | +65.2% | -74.1% | -43.8% |
| 5Y | -40.5% | +82.3% | -122.7% | -66.0% |
| 10Y | -57.0% | +241.6% | -298.5% | -83.9% |
| All | -40.1% | +357.0% | -397.1% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling