-40.5%
NCLH vs MUB
+1.5%
-42.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.5% |
| 7D | -4.6% | -0.7% | -3.9% | -3.3% |
| 30D | -19.9% | -2.0% | -18.0% | -16.7% |
| 3M | -22.0% | -2.5% | -19.4% | -17.8% |
| 6M | -28.3% | -2.3% | -26.0% | -24.6% |
| YTD | -33.5% | -1.3% | -32.2% | -30.9% |
| 1Y | -41.5% | +1.1% | -42.6% | -41.3% |
| 3Y | -8.9% | +8.2% | -17.1% | -19.4% |
| 5Y | -40.5% | +1.5% | -41.9% | -51.7% |
| All | -40.5% | +1.5% | -42.0% | -51.7% |
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