-36.5%
NCLH vs MLM
+23.5%
-60.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +2.5% |
| 7D | +2.0% | -4.1% | +6.1% | +5.8% |
| 30D | +19.1% | +8.2% | +10.9% | +11.6% |
| 3M | -7.5% | -3.6% | -3.9% | -4.5% |
| 6M | +1.0% | -15.6% | +16.5% | +16.3% |
| YTD | -19.7% | -16.4% | -3.3% | -7.3% |
| 1Y | -1.8% | -14.3% | +12.6% | +11.1% |
| 3Y | +36.7% | +19.3% | +17.4% | +10.2% |
| All | -36.5% | +23.5% | -60.1% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling