-51.3%
NCLH vs MLM
+149.0%
-200.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.9% |
| 7D | +6.3% | -2.9% | +9.1% | +9.1% |
| 30D | +18.9% | +10.4% | +8.5% | +9.1% |
| 3M | -0.2% | -3.7% | +3.5% | +3.2% |
| 6M | +8.4% | -10.3% | +18.6% | +18.9% |
| YTD | -17.1% | -14.8% | -2.3% | -5.2% |
| 1Y | -2.8% | -13.9% | +11.1% | +10.1% |
| 3Y | +40.4% | +18.4% | +22.1% | +16.0% |
| 5Y | -30.8% | +31.8% | -62.6% | -48.9% |
| 10Y | -51.3% | +143.4% | -194.7% | -80.3% |
| All | -51.3% | +149.0% | -200.2% | -80.3% |
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