-11.0%
NCLH vs MTCH
-0.9%
-10.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.1% |
| 7D | -4.8% | +1.3% | -6.1% | -5.4% |
| 30D | -21.7% | +15.9% | -37.6% | -27.1% |
| 3M | -22.2% | +23.3% | -45.5% | -29.9% |
| 6M | -27.5% | +40.1% | -67.7% | -38.4% |
| YTD | -33.6% | +33.6% | -67.2% | -42.5% |
| 1Y | -45.0% | +14.1% | -59.1% | -48.9% |
| 3Y | -11.0% | +1.4% | -12.5% | -24.9% |
| All | -11.0% | -0.9% | -10.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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