-39.2%
NCLH vs MXL
+316.6%
-355.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -0.4% |
| 7D | -6.5% | +1.6% | -8.1% | -6.6% |
| 30D | -23.3% | -7.0% | -16.3% | -23.1% |
| 3M | -18.6% | -33.4% | +14.8% | -17.6% |
| 6M | -26.2% | +260.2% | -286.4% | -44.0% |
| YTD | -30.2% | +260.0% | -290.2% | -47.5% |
| 1Y | -39.2% | +303.5% | -342.6% | -56.3% |
| All | -39.2% | +316.6% | -355.8% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling