-58.0%
NCLH vs MUB
+17.2%
-75.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +0.4% |
| 7D | -4.8% | -0.8% | -4.0% | -2.4% |
| 30D | -21.7% | -2.4% | -19.3% | -15.7% |
| 3M | -22.2% | -2.8% | -19.4% | -14.9% |
| 6M | -27.5% | -2.2% | -25.3% | -21.7% |
| YTD | -33.6% | -1.6% | -32.0% | -29.4% |
| 1Y | -45.0% | 0.0% | -45.0% | -44.3% |
| 3Y | -11.0% | +7.9% | -18.9% | -29.2% |
| 5Y | -39.7% | +1.2% | -41.0% | -40.5% |
| All | -58.0% | +17.2% | -75.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling