-41.4%
NCLH vs MTZ
+168.2%
-209.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.1% |
| 7D | -4.8% | +1.4% | -6.2% | -5.5% |
| 30D | -21.7% | -14.5% | -7.2% | -16.3% |
| 3M | -22.2% | -32.9% | +10.7% | -10.8% |
| 6M | -27.5% | -20.8% | -6.7% | -24.4% |
| YTD | -33.6% | +10.6% | -44.2% | -42.6% |
| 1Y | -45.0% | +27.1% | -72.1% | -56.3% |
| 3Y | -11.0% | +166.1% | -177.2% | -55.7% |
| All | -41.4% | +168.2% | -209.6% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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