-1.0%
NCLH vs MOD
-33.0%
+32.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -21.4% | +28.2% | +9.8% |
| 7D | +15.8% | -31.3% | +47.2% | +21.9% |
| 30D | +25.1% | -46.1% | +71.2% | +37.5% |
| 3M | -7.3% | -51.1% | +43.8% | +3.3% |
| 6M | +8.1% | -62.1% | +70.2% | +25.1% |
| YTD | -16.7% | -26.2% | +9.5% | -15.3% |
| 1Y | -1.0% | -32.6% | +31.5% | 0.0% |
| All | -1.0% | -33.0% | +32.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling