-56.3%
NCLH vs MOD
+822.6%
-878.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | +1.7% | +16.1% | -14.4% | -4.0% |
| 30D | +17.9% | -38.5% | +56.4% | +37.7% |
| 3M | -4.5% | -46.8% | +42.3% | +16.5% |
| 6M | +12.9% | -61.6% | +74.5% | +50.4% |
| YTD | -19.1% | -20.5% | +1.4% | -21.5% |
| 1Y | -4.6% | -28.0% | +23.4% | -5.6% |
| 3Y | +37.0% | +134.9% | -97.9% | -29.2% |
| 5Y | -29.5% | +833.2% | -862.7% | -82.4% |
| All | -56.3% | +822.6% | -878.9% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling