-41.4%
NCLH vs MTCH
-73.3%
+31.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.0% |
| 7D | -4.8% | +1.3% | -6.1% | -5.4% |
| 30D | -21.7% | +15.9% | -37.6% | -27.4% |
| 3M | -22.2% | +23.3% | -45.5% | -30.3% |
| 6M | -27.5% | +40.1% | -67.7% | -39.0% |
| YTD | -33.6% | +33.6% | -67.2% | -43.1% |
| 1Y | -45.0% | +14.1% | -59.1% | -49.1% |
| 3Y | -11.0% | +1.4% | -12.5% | -16.8% |
| All | -41.4% | -73.3% | +31.8% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling