+201.6%
CAT vs MTCH
-3.1%
+204.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | -2.6% | +12.8% | -15.4% | -5.1% |
| 3M | -10.7% | +20.0% | -30.6% | -14.6% |
| 6M | +16.1% | +34.7% | -18.6% | +7.5% |
| YTD | +43.2% | +30.6% | +12.7% | +33.2% |
| 1Y | +96.8% | +10.9% | +85.9% | +90.4% |
| All | +201.6% | -3.1% | +204.7% | +197.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling