-37.9%
NCLH vs MUB
+30.7%
-68.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | +0.4% |
| 30D | -20.1% | -1.5% | -18.5% | -17.0% |
| 3M | -17.0% | -1.9% | -15.1% | -12.8% |
| 6M | -23.2% | -1.7% | -21.5% | -19.4% |
| YTD | -31.0% | -0.8% | -30.3% | -29.0% |
| 1Y | -37.3% | +1.5% | -38.7% | -38.6% |
| 3Y | -5.6% | +8.8% | -14.4% | -22.0% |
| 5Y | -37.0% | +2.0% | -39.0% | -39.1% |
| 10Y | -55.3% | +18.0% | -73.2% | -60.2% |
| All | -37.9% | +30.7% | -68.7% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling