-40.1%
NCLH vs MKC
+102.5%
-142.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -4.6% | -4.3% | -0.3% | -3.5% |
| 30D | -19.9% | -3.1% | -16.8% | -19.3% |
| 3M | -22.0% | +6.8% | -28.8% | -23.5% |
| 6M | -28.3% | -18.3% | -10.0% | -24.6% |
| YTD | -33.5% | -23.1% | -10.4% | -29.2% |
| 1Y | -41.5% | -23.7% | -17.8% | -37.7% |
| 3Y | -8.9% | -31.0% | +22.1% | -1.3% |
| 5Y | -40.5% | -33.5% | -6.9% | -35.6% |
| 10Y | -57.0% | +30.3% | -87.2% | -64.2% |
| All | -40.1% | +102.5% | -142.6% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling