+332.7%
CAT vs MTCH
-72.5%
+405.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +2.9% | -2.4% | +5.3% | +3.3% |
| 30D | -2.6% | +12.8% | -15.4% | -4.7% |
| 3M | -10.7% | +20.0% | -30.6% | -13.8% |
| 6M | +16.1% | +34.7% | -18.6% | +9.4% |
| YTD | +43.2% | +30.6% | +12.7% | +35.4% |
| 1Y | +96.8% | +10.9% | +85.9% | +91.4% |
| 3Y | +201.4% | -2.0% | +203.4% | +191.3% |
| 5Y | +332.7% | -72.6% | +405.3% | +344.5% |
| All | +332.7% | -72.5% | +405.2% | +344.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling