+37.1%
NCLH vs MOD
+201.5%
-164.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +27.9% | -28.4% | -7.1% |
| 7D | +0.2% | +40.4% | -40.2% | -8.6% |
| 30D | +20.8% | -14.0% | +34.8% | +23.0% |
| 3M | -8.1% | -33.3% | +25.2% | -0.5% |
| 6M | +11.8% | -51.4% | +63.2% | +29.4% |
| YTD | -19.5% | +1.6% | -21.1% | -26.7% |
| 1Y | -3.2% | +5.4% | -8.6% | -14.0% |
| 3Y | +37.1% | +191.0% | -153.9% | -31.6% |
| All | +37.1% | +201.5% | -164.4% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling