-37.8%
NCLH vs MOD
+1,486.5%
-1,524.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.5% |
| 7D | -6.5% | +9.6% | -16.1% | -9.3% |
| 30D | -23.3% | 0.0% | -23.3% | -23.6% |
| 3M | -18.6% | -35.4% | +16.8% | -8.0% |
| 6M | -26.2% | -7.3% | -19.0% | -27.8% |
| YTD | -30.2% | +45.8% | -76.0% | -42.6% |
| 1Y | -39.2% | +43.1% | -82.3% | -50.9% |
| 3Y | -5.1% | +297.7% | -302.7% | -55.8% |
| All | -37.8% | +1,486.5% | -1,524.3% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling