-52.6%
NCLH vs MLM
+185.4%
-238.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +2.5% |
| 7D | +2.0% | -4.1% | +6.1% | +5.9% |
| 30D | +19.1% | +8.2% | +10.9% | +11.5% |
| 3M | -7.5% | -3.6% | -3.9% | -4.5% |
| 6M | +1.0% | -15.6% | +16.5% | +16.6% |
| YTD | -19.7% | -16.4% | -3.3% | -6.9% |
| 1Y | -1.8% | -14.3% | +12.6% | +11.6% |
| 3Y | +36.7% | +19.3% | +17.4% | +13.0% |
| 5Y | -38.0% | +29.6% | -67.6% | -53.0% |
| All | -52.6% | +185.4% | -238.0% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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