-40.1%
NCLH vs MTZ
+797.7%
-837.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.5% |
| 7D | -4.6% | +2.3% | -6.9% | -5.7% |
| 30D | -19.9% | -10.3% | -9.7% | -16.2% |
| 3M | -22.0% | -31.8% | +9.9% | -10.9% |
| 6M | -28.3% | -19.2% | -9.1% | -25.3% |
| YTD | -33.5% | +10.7% | -44.2% | -41.3% |
| 1Y | -41.5% | +37.5% | -79.0% | -54.2% |
| 3Y | -8.9% | +162.4% | -171.2% | -51.0% |
| 5Y | -40.5% | +166.3% | -206.8% | -69.2% |
| 10Y | -57.0% | +753.2% | -810.1% | -85.6% |
| All | -40.1% | +797.7% | -837.8% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling