The mysteries of Jesus' infancy
The flight into Egypt and the massacre of the innocents make manifest the opposition of darkness to the light: "He came to his own home, and his own people received him not." Christ's whole life was lived under the sign of persecution. His own share it with him. Jesus' departure from Egypt recalls the exodus and presents him as the definitive liberator of God's people.
Source: Catechism of the Catholic Church (Vatican.va)