-11.0%
NCLH vs MKTX
-25.3%
+14.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.6% |
| 3M | -22.2% | +40.8% | -63.0% | -18.5% |
| 6M | -27.5% | -8.0% | -19.5% | -25.7% |
| YTD | -33.6% | -8.7% | -24.9% | -31.9% |
| 1Y | -45.0% | -11.8% | -33.1% | -43.5% |
| 3Y | -11.0% | -24.0% | +13.0% | -10.2% |
| All | -11.0% | -25.3% | +14.2% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling