-46.7%
NCLH vs MULL
+2,620.5%
-2,667.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.4% | -8.9% | -4.0% |
| 7D | -4.6% | +14.8% | -19.4% | -6.0% |
| 30D | -19.9% | +36.6% | -56.5% | -22.8% |
| 3M | -22.0% | -8.9% | -13.1% | -25.4% |
| 6M | -28.3% | +311.9% | -340.2% | -48.5% |
| YTD | -33.5% | +579.8% | -613.3% | -57.1% |
| 1Y | -41.5% | +2,421.5% | -2,463.0% | -71.6% |
| All | -46.7% | +2,620.5% | -2,667.2% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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