+1,144.3%
CAT vs MTCH
+208.0%
+936.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | -4.3% | +15.9% | -20.2% | -6.6% |
| 3M | -8.6% | +23.3% | -31.9% | -12.0% |
| 6M | +16.1% | +40.1% | -24.0% | +9.3% |
| YTD | +43.8% | +33.6% | +10.2% | +36.1% |
| 1Y | +91.5% | +14.1% | +77.4% | +85.8% |
| 3Y | +202.7% | +1.4% | +201.3% | +193.4% |
| 5Y | +335.1% | -73.1% | +408.3% | +389.6% |
| All | +1,144.3% | +208.0% | +936.3% | +831.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling