+9.3%
CAT vs MTCH
+29.6%
-20.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.9% |
| 7D | +7.4% | +6.7% | +0.8% | +8.0% |
| 30D | -19.7% | -1.8% | -17.9% | -19.7% |
| 3M | -29.6% | +12.2% | -41.8% | -29.2% |
| 6M | -33.2% | +16.6% | -49.8% | -32.8% |
| YTD | +5.7% | +31.8% | -26.2% | +4.6% |
| 1Y | +9.3% | +30.8% | -21.5% | +8.6% |
| All | +9.3% | +29.6% | -20.2% | +8.6% |
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 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