+43,607.4%
TJX vs MDT
+7,757.5%
+35,849.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -4.0% | -0.3% | -3.6% | -3.8% |
| 30D | -20.3% | +2.8% | -23.1% | -21.2% |
| 3M | -23.3% | +13.1% | -36.4% | -26.8% |
| 6M | -19.7% | +2.3% | -22.1% | -20.8% |
| YTD | -17.1% | -2.7% | -14.4% | -17.0% |
| 1Y | -8.8% | +0.9% | -9.7% | -9.9% |
| 3Y | +43.4% | +26.8% | +16.6% | +29.0% |
| 5Y | +95.2% | -19.5% | +114.7% | +103.8% |
| 10Y | +288.1% | +40.6% | +247.5% | +234.5% |
| All | +43,607.4% | +7,757.5% | +35,849.9% | +7,355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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