+43.5%
TJX vs MDB
-2.1%
+45.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.1% |
| 7D | -4.4% | -2.8% | -1.6% | -4.3% |
| 30D | -18.6% | -14.9% | -3.7% | -18.2% |
| 3M | -24.4% | +7.3% | -31.7% | -24.6% |
| 6M | -20.2% | +38.2% | -58.4% | -21.5% |
| YTD | -16.9% | -10.9% | -6.0% | -16.9% |
| 1Y | -8.5% | +11.6% | -20.2% | -9.7% |
| All | +43.5% | -2.1% | +45.7% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling