-11.0%
NCLH vs MGY
+25.2%
-36.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | +3.5% | -8.4% | -5.3% |
| 30D | -21.7% | +5.3% | -26.9% | -22.4% |
| 3M | -22.2% | +2.6% | -24.9% | -22.7% |
| 6M | -27.5% | -3.3% | -24.2% | -28.4% |
| YTD | -33.6% | +29.2% | -62.8% | -42.8% |
| 1Y | -45.0% | +18.0% | -63.0% | -50.7% |
| 3Y | -11.0% | +30.0% | -41.1% | -25.1% |
| All | -11.0% | +25.2% | -36.2% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling