-41.4%
NCLH vs MKTX
-60.5%
+19.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.7% |
| 3M | -22.2% | +40.8% | -63.0% | -27.2% |
| 6M | -27.5% | -8.0% | -19.5% | -25.5% |
| YTD | -33.6% | -8.7% | -24.9% | -31.7% |
| 1Y | -45.0% | -11.8% | -33.1% | -43.0% |
| 3Y | -11.0% | -24.0% | +13.0% | -10.0% |
| All | -41.4% | -60.5% | +19.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling