-57.0%
NCLH vs MLM
+203.1%
-260.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -2.0% |
| 7D | -4.6% | -2.7% | -1.9% | -2.3% |
| 30D | -19.9% | -8.3% | -11.6% | -13.7% |
| 3M | -22.0% | -12.0% | -10.0% | -13.2% |
| 6M | -28.3% | -17.6% | -10.7% | -15.0% |
| YTD | -33.5% | -18.9% | -14.6% | -20.9% |
| 1Y | -41.5% | -17.6% | -23.8% | -31.4% |
| 3Y | -8.9% | +16.8% | -25.7% | -23.8% |
| 5Y | -40.5% | +41.0% | -81.5% | -58.3% |
| 10Y | -57.0% | +209.3% | -266.3% | -81.6% |
| All | -57.0% | +203.1% | -260.0% | -81.6% |
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