-12.5%
NCLH vs MKC
-31.7%
+19.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.7% |
| 7D | -6.5% | -2.8% | -3.7% | -6.0% |
| 30D | -22.1% | -3.4% | -18.7% | -21.6% |
| 3M | -18.7% | +3.8% | -22.5% | -19.3% |
| 6M | -28.4% | -17.9% | -10.5% | -25.5% |
| YTD | -34.7% | -23.6% | -11.1% | -31.1% |
| 1Y | -42.7% | -23.1% | -19.6% | -39.7% |
| All | -12.5% | -31.7% | +19.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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