+182.3%
RCAT vs MTCH
-72.5%
+254.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.7% |
| 7D | -2.3% | -2.4% | +0.1% | -1.7% |
| 30D | -18.7% | +12.8% | -31.5% | -21.4% |
| 3M | -29.3% | +20.0% | -49.2% | -33.0% |
| 6M | -42.3% | +34.7% | -77.0% | -47.1% |
| YTD | +2.5% | +30.6% | -28.0% | -5.6% |
| 1Y | -5.7% | +10.9% | -16.6% | -9.4% |
| 3Y | +764.9% | -2.0% | +766.9% | +723.8% |
| 5Y | +182.3% | -72.6% | +254.9% | +276.4% |
| All | +182.3% | -72.5% | +254.8% | +276.4% |
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 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