+283.6%
TJX vs MCK
+442.8%
-159.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -2.9% | -1.7% | -3.8% |
| 30D | -17.2% | +0.4% | -17.6% | -17.3% |
| 3M | -24.9% | +12.1% | -37.0% | -27.5% |
| 6M | -19.7% | -5.4% | -14.2% | -18.7% |
| YTD | -17.2% | +7.8% | -25.0% | -19.9% |
| 1Y | -9.4% | +22.9% | -32.4% | -16.0% |
| 3Y | +43.1% | +110.7% | -67.7% | +9.7% |
| 5Y | +96.7% | +346.2% | -249.5% | +15.3% |
| All | +283.6% | +442.8% | -159.2% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling