+108.3%
TJX vs MDB
-41.3%
+149.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.1% |
| 7D | -0.3% | +6.8% | -7.2% | -0.8% |
| 30D | -5.6% | -6.2% | +0.6% | -5.4% |
| 3M | -12.3% | -29.2% | +16.9% | -10.6% |
| 6M | -7.7% | +10.3% | -18.0% | -9.6% |
| YTD | -11.4% | -20.4% | +9.0% | -11.5% |
| 1Y | -7.0% | -4.8% | -2.2% | -8.8% |
| 3Y | +53.3% | -11.6% | +64.9% | +46.2% |
| All | +108.3% | -41.3% | +149.7% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling