+289.1%
TJX vs MLM
+204.6%
+84.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -3.3% | +1.4% | -4.7% | -3.8% |
| 30D | -19.9% | -6.5% | -13.3% | -17.8% |
| 3M | -19.0% | -7.4% | -11.6% | -17.1% |
| 6M | -18.6% | -15.8% | -2.8% | -13.5% |
| YTD | -15.3% | -17.4% | +2.1% | -9.8% |
| 1Y | -7.3% | -17.9% | +10.6% | -1.3% |
| 3Y | +46.6% | +18.9% | +27.7% | +30.6% |
| 5Y | +98.5% | +43.4% | +55.1% | +60.3% |
| 10Y | +289.1% | +206.2% | +82.9% | +129.4% |
| All | +289.1% | +204.6% | +84.5% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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