-5.5%
TJX vs MLM
-14.6%
+9.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -5.7% | -5.8% | +0.1% | -4.3% |
| 30D | -3.9% | +9.8% | -13.7% | -5.5% |
| 3M | -12.1% | -5.2% | -6.9% | -10.9% |
| 6M | -7.8% | -10.3% | +2.5% | -5.7% |
| YTD | -10.4% | -15.5% | +5.1% | -8.1% |
| 1Y | -5.5% | -15.0% | +9.5% | -3.4% |
| All | -5.5% | -14.6% | +9.1% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling