-29.6%
NCLH vs MLM
+25.7%
-55.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | +0.1% |
| 7D | +0.2% | -0.9% | +1.1% | +1.0% |
| 30D | +20.8% | +9.0% | +11.8% | +12.5% |
| 3M | -8.1% | -5.6% | -2.6% | -3.4% |
| 6M | +11.8% | -10.7% | +22.5% | +22.7% |
| YTD | -19.5% | -17.2% | -2.4% | -6.4% |
| 1Y | -3.2% | -14.2% | +11.0% | +9.3% |
| 3Y | +37.1% | +15.6% | +21.5% | +13.8% |
| All | -29.6% | +25.7% | -55.3% | -50.9% |
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