-12.5%
NCLH vs MTB
+113.5%
-126.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.3% |
| 7D | -6.5% | -0.4% | -6.1% | -6.2% |
| 30D | -22.1% | -4.6% | -17.5% | -18.5% |
| 3M | -18.7% | +7.4% | -26.1% | -23.8% |
| 6M | -28.4% | +18.7% | -47.1% | -38.6% |
| YTD | -34.7% | +21.1% | -55.8% | -45.3% |
| 1Y | -42.7% | +24.1% | -66.8% | -53.0% |
| All | -12.5% | +113.5% | -126.0% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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