0.0%
NCLH vs MOD
-33.2%
+33.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.2% |
| 7D | +1.2% | +8.2% | -7.0% | 0.0% |
| 30D | +22.6% | -38.2% | +60.8% | +31.6% |
| 3M | +0.6% | -46.2% | +46.9% | +10.3% |
| 6M | +13.5% | -62.5% | +76.1% | +32.9% |
| YTD | -15.7% | -20.1% | +4.4% | -14.8% |
| 1Y | 0.0% | -29.7% | +29.7% | +1.0% |
| All | 0.0% | -33.2% | +33.2% | +1.0% |
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