-41.2%
NCLH vs MKTX
+412.9%
-454.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -6.5% | -0.2% | -6.4% | -6.5% |
| 30D | -22.1% | +0.8% | -22.9% | -22.2% |
| 3M | -18.7% | +41.1% | -59.8% | -25.2% |
| 6M | -28.4% | -9.5% | -18.9% | -27.5% |
| YTD | -34.7% | -8.7% | -26.0% | -34.2% |
| 1Y | -42.7% | -10.0% | -32.7% | -42.2% |
| 3Y | -10.6% | -24.6% | +14.0% | -9.5% |
| 5Y | -40.7% | -60.3% | +19.5% | -30.6% |
| 10Y | -57.8% | +5.0% | -62.8% | -67.0% |
| All | -41.2% | +412.9% | -454.1% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling