-55.3%
NCLH vs MOD
+1,504.3%
-1,559.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -0.3% | +6.3% | -6.6% | -2.7% |
| 30D | -20.1% | -1.7% | -18.4% | -19.9% |
| 3M | -17.0% | -30.1% | +13.1% | -7.6% |
| 6M | -23.2% | +2.7% | -25.9% | -28.0% |
| YTD | -31.0% | +44.1% | -75.1% | -44.6% |
| 1Y | -37.3% | +38.7% | -76.0% | -50.3% |
| 3Y | -5.6% | +309.8% | -315.4% | -59.1% |
| 5Y | -37.0% | +1,569.7% | -1,606.7% | -86.8% |
| 10Y | -55.3% | +1,520.5% | -1,575.7% | -93.0% |
| All | -55.3% | +1,504.3% | -1,559.5% | -93.0% |
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 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