-41.4%
NCLH vs MXL
+40.1%
-81.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +0.2% |
| 7D | -4.8% | +18.9% | -23.7% | -8.2% |
| 30D | -21.7% | +0.3% | -22.0% | -22.3% |
| 3M | -22.2% | -8.0% | -14.2% | -25.1% |
| 6M | -27.5% | +341.2% | -368.8% | -59.1% |
| YTD | -33.6% | +327.8% | -361.4% | -62.5% |
| 1Y | -45.0% | +364.9% | -409.9% | -70.2% |
| 3Y | -11.0% | +229.2% | -240.3% | -54.6% |
| All | -41.4% | +40.1% | -81.5% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling