-27.7%
NCLH vs MOD
+1,009.2%
-1,036.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -1.1% |
| 7D | +2.0% | -25.5% | +27.5% | +10.9% |
| 30D | +19.1% | -49.0% | +68.1% | +47.0% |
| 3M | -7.5% | -49.8% | +42.3% | +13.7% |
| 6M | +1.0% | -64.8% | +65.7% | +36.1% |
| YTD | -19.7% | -27.6% | +7.9% | -18.8% |
| 1Y | -1.8% | -35.2% | +33.4% | +1.6% |
| 3Y | +36.7% | +137.1% | -100.4% | -23.9% |
| 5Y | -38.0% | +760.3% | -798.3% | -80.9% |
| 10Y | -51.6% | +938.8% | -990.4% | -88.8% |
| All | -27.7% | +1,009.2% | -1,036.9% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling