-37.8%
NCLH vs MLM
+41.9%
-79.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -1.1% |
| 7D | -6.5% | -2.9% | -3.6% | -4.1% |
| 30D | -23.3% | -6.8% | -16.5% | -18.6% |
| 3M | -18.6% | -11.2% | -7.4% | -10.6% |
| 6M | -26.2% | -21.8% | -4.4% | -9.6% |
| YTD | -30.2% | -17.0% | -13.3% | -19.4% |
| 1Y | -39.2% | -16.4% | -22.8% | -30.3% |
| 3Y | -5.1% | +14.5% | -19.5% | -19.8% |
| All | -37.8% | +41.9% | -79.7% | -57.0% |
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