+3.2%
TJX vs MDB
-8.5%
+11.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +5.1% |
| 7D | +4.6% | -16.5% | +21.1% | +4.2% |
| 30D | +7.7% | -8.6% | +16.3% | +7.5% |
| 3M | -7.8% | -13.6% | +5.8% | -7.8% |
| 6M | -5.8% | +24.1% | -29.8% | -4.8% |
| YTD | -4.9% | -21.8% | +16.9% | -5.2% |
| 1Y | +3.2% | -7.7% | +10.9% | +3.8% |
| All | +3.2% | -8.5% | +11.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling