-58.0%
NCLH vs MKTX
+5.0%
-63.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -21.7% | +0.7% | -22.4% | -21.8% |
| 3M | -22.2% | +40.8% | -63.0% | -27.6% |
| 6M | -27.5% | -8.0% | -19.5% | -26.6% |
| YTD | -33.6% | -8.7% | -24.9% | -32.8% |
| 1Y | -45.0% | -11.8% | -33.1% | -44.0% |
| 3Y | -11.0% | -24.0% | +13.0% | -9.9% |
| 5Y | -39.7% | -60.3% | +20.6% | -30.5% |
| All | -58.0% | +5.0% | -63.0% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling