It is possible to specify a column for stratification, as in following example,
load('lightbulb.mat');
b = coxphfit(lightbulb(:,2),lightbulb(:,1), ...
'Strata',lightbulb(:,3))
Find more details about when stratify should be used in the documentation here. The model is based on the assumption that the baseline hazard function depends on time, t, but the predictor variables do not. This assumption is also called the proportional hazards assumption. When you have variables that do not satisfy this assumption, you can consider using two extensions of Cox proportional hazards model: the stratified Cox model and the Cox model with time-dependent variables.
If the variables that do not satisfy the PH assumption are categorizable, use the stratified Cox model. If the variables that do not satisfy the PH assumption are time-dependent variables, use the Cox model with time-dependent variables.
