-41.4%
NCLH vs MKC
-33.0%
-8.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -4.8% | -1.5% | -3.4% | -4.4% |
| 30D | -21.7% | -3.1% | -18.6% | -21.1% |
| 3M | -22.2% | +5.2% | -27.4% | -23.3% |
| 6M | -27.5% | -12.8% | -14.7% | -25.1% |
| YTD | -33.6% | -23.3% | -10.3% | -29.2% |
| 1Y | -45.0% | -24.1% | -20.9% | -41.2% |
| 3Y | -11.0% | -32.1% | +21.1% | -2.7% |
| All | -41.4% | -33.0% | -8.4% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling