+25,215.9%
CAT vs MTCH
+14,607.2%
+10,608.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.9% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -6.6% | +9.7% | -16.3% | -7.9% |
| 3M | -13.3% | +21.1% | -34.4% | -15.9% |
| 6M | +11.6% | +37.5% | -25.9% | +6.1% |
| YTD | +42.9% | +31.9% | +11.0% | +36.4% |
| 1Y | +95.4% | +14.6% | +80.9% | +90.1% |
| 3Y | +196.6% | -6.2% | +202.7% | +192.4% |
| 5Y | +321.7% | -70.6% | +392.2% | +370.5% |
| 10Y | +1,140.8% | +185.6% | +955.2% | +852.2% |
| All | +25,215.9% | +14,607.2% | +10,608.8% | +15,570.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling