-39.2%
NCLH vs MOD
+45.0%
-84.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.9% |
| 7D | -6.5% | +9.6% | -16.1% | -8.2% |
| 30D | -23.3% | 0.0% | -23.3% | -23.4% |
| 3M | -18.6% | -35.4% | +16.8% | -11.1% |
| 6M | -26.2% | -7.3% | -19.0% | -27.6% |
| YTD | -30.2% | +45.8% | -76.0% | -36.3% |
| 1Y | -39.2% | +43.1% | -82.3% | -42.8% |
| All | -39.2% | +45.0% | -84.1% | -42.8% |
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