+95.4%
CAT vs MTCH
+13.9%
+81.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | -6.6% | +9.7% | -16.3% | -6.6% |
| 3M | -13.3% | +21.1% | -34.4% | -14.0% |
| 6M | +11.6% | +37.5% | -25.9% | +8.1% |
| YTD | +42.9% | +31.9% | +11.0% | +39.6% |
| 1Y | +95.4% | +14.6% | +80.9% | +94.1% |
| All | +95.4% | +13.9% | +81.5% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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