-40.2%
NCLH vs MTCH
+287.8%
-328.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.2% |
| 7D | -4.8% | +1.3% | -6.1% | -5.3% |
| 30D | -21.7% | +15.9% | -37.6% | -26.0% |
| 3M | -22.2% | +23.3% | -45.5% | -28.4% |
| 6M | -27.5% | +40.1% | -67.7% | -36.3% |
| YTD | -33.6% | +33.6% | -67.2% | -40.8% |
| 1Y | -45.0% | +14.1% | -59.1% | -48.0% |
| 3Y | -11.0% | +1.4% | -12.5% | -14.9% |
| 5Y | -39.7% | -73.1% | +33.4% | -13.6% |
| 10Y | -57.0% | +204.8% | -261.8% | -65.4% |
| All | -40.2% | +287.8% | -328.0% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling