+771.4%
RCAT vs MTCH
-3.1%
+774.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.7% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -18.7% | +12.8% | -31.5% | -22.0% |
| 3M | -29.3% | +20.0% | -49.2% | -33.7% |
| 6M | -42.3% | +34.7% | -77.0% | -48.1% |
| YTD | +2.5% | +30.6% | -28.0% | -7.2% |
| 1Y | -5.7% | +10.9% | -16.6% | -10.0% |
| All | +771.4% | -3.1% | +774.5% | +649.4% |
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