-1.0%
NCLH vs MGY
+8.9%
-9.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.2% | +12.0% | +3.3% |
| 7D | +15.8% | -12.1% | +27.9% | +7.0% |
| 30D | +25.1% | -2.6% | +27.7% | +23.6% |
| 3M | -7.3% | -4.2% | -3.1% | -7.7% |
| 6M | +8.1% | -23.9% | +32.1% | -6.2% |
| YTD | -16.7% | +8.8% | -25.5% | -23.7% |
| 1Y | -1.0% | +9.5% | -10.5% | -11.4% |
| All | -1.0% | +8.9% | -9.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling