+308.9%
TJX vs MDB
+978.8%
-669.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.1% |
| 7D | -3.3% | -18.0% | +14.7% | -1.8% |
| 30D | -19.9% | -10.7% | -9.1% | -19.3% |
| 3M | -19.0% | +1.0% | -20.0% | -19.5% |
| 6M | -18.6% | +31.6% | -50.2% | -21.4% |
| YTD | -15.3% | -15.2% | -0.1% | -15.5% |
| 1Y | -7.3% | +10.1% | -17.5% | -10.2% |
| 3Y | +46.6% | -5.6% | +52.2% | +39.0% |
| 5Y | +98.5% | -24.5% | +123.0% | +82.1% |
| All | +308.9% | +978.8% | -669.9% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling