+5,979.9%
MCD vs TJX
+46,423.2%
-40,443.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | -2.2% | -0.6% | -2.4% |
| 30D | -6.0% | -17.1% | +11.1% | -2.2% |
| 3M | -5.6% | -16.5% | +10.9% | -1.9% |
| 6M | -21.9% | -17.8% | -4.0% | -18.6% |
| YTD | -14.7% | -13.2% | -1.5% | -12.2% |
| 1Y | -17.3% | -5.2% | -12.1% | -16.5% |
| 3Y | -2.2% | +48.2% | -50.4% | -10.4% |
| 5Y | +20.3% | +99.8% | -79.5% | +2.3% |
| 10Y | +180.7% | +291.1% | -110.4% | +104.9% |
| All | +5,979.9% | +46,423.2% | -40,443.3% | +1,725.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 all: compounded portfolio wealth divided by compounded TJX 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…
all analysis · Full analysis span regression · 6 months rolling