+54.8%
TJX vs MLM
+18.7%
+36.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -1.9% |
| 7D | -3.6% | -4.1% | +0.5% | -2.4% |
| 30D | -2.5% | +8.2% | -10.7% | -4.4% |
| 3M | -16.2% | -3.6% | -12.7% | -15.4% |
| 6M | -12.4% | -15.6% | +3.2% | -8.6% |
| YTD | -11.1% | -16.4% | +5.3% | -7.5% |
| 1Y | -4.7% | -14.3% | +9.6% | -1.6% |
| 3Y | +54.8% | +19.3% | +35.5% | +36.3% |
| All | +54.8% | +18.7% | +36.1% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling