+299.7%
TJX vs MDB
+997.6%
-697.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.1% |
| 7D | -4.6% | -1.8% | -2.8% | -4.5% |
| 30D | -17.2% | -17.3% | +0.1% | -16.0% |
| 3M | -24.9% | +2.2% | -27.1% | -25.4% |
| 6M | -19.7% | +33.9% | -53.5% | -22.6% |
| YTD | -17.2% | -13.7% | -3.5% | -17.5% |
| 1Y | -9.4% | +9.1% | -18.5% | -12.1% |
| 3Y | +43.1% | -8.1% | +51.2% | +36.1% |
| 5Y | +96.7% | -25.9% | +122.6% | +80.9% |
| All | +299.7% | +997.6% | -697.9% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling