-41.5%
NCLH vs MOD
+34.0%
-75.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.9% |
| 7D | -4.6% | +3.6% | -8.2% | -5.3% |
| 30D | -19.9% | -2.6% | -17.3% | -19.7% |
| 3M | -22.0% | -33.1% | +11.2% | -15.6% |
| 6M | -28.3% | -7.5% | -20.8% | -29.5% |
| YTD | -33.5% | +39.3% | -72.8% | -39.0% |
| 1Y | -41.5% | +34.3% | -75.7% | -45.3% |
| All | -41.5% | +34.0% | -75.5% | -45.3% |
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