-29.6%
NCLH vs MUB
+2.5%
-32.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.1% |
| 7D | +0.2% | -1.3% | +1.5% | +2.7% |
| 30D | +20.8% | +2.2% | +18.6% | +16.1% |
| 3M | -8.1% | -1.6% | -6.5% | -4.9% |
| 6M | +11.8% | -1.3% | +13.1% | +15.4% |
| YTD | -19.5% | -0.7% | -18.9% | -17.4% |
| 1Y | -3.2% | -0.2% | -3.0% | -1.2% |
| 3Y | +37.1% | +9.6% | +27.5% | +18.6% |
| All | -29.6% | +2.5% | -32.1% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling