+23,433.5%
TJX vs MLM
+2,961.7%
+20,471.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -2.2% | -2.9% | +0.7% | -1.3% |
| 30D | -17.1% | -6.8% | -10.3% | -15.3% |
| 3M | -16.5% | -11.2% | -5.2% | -13.6% |
| 6M | -17.8% | -21.8% | +4.0% | -11.5% |
| YTD | -13.2% | -17.0% | +3.8% | -8.7% |
| 1Y | -5.2% | -16.4% | +11.2% | -0.6% |
| 3Y | +48.2% | +14.5% | +33.8% | +37.8% |
| 5Y | +99.8% | +41.7% | +58.0% | +71.2% |
| 10Y | +291.1% | +200.0% | +91.1% | +152.2% |
| All | +23,433.5% | +2,961.7% | +20,471.8% | +7,385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling