-59.6%
RCAT vs MTCH
+19.4%
-79.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.4% |
| 7D | -5.9% | +6.7% | -12.6% | -7.0% |
| 30D | -19.7% | -1.8% | -17.8% | -19.8% |
| 3M | -62.9% | +12.2% | -75.1% | -64.8% |
| 6M | -59.6% | +16.6% | -76.2% | -63.4% |
| All | -59.6% | +19.4% | -79.0% | -63.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling