+284.9%
TJX vs MPC
+1,167.6%
-882.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -4.4% | +1.2% | -5.6% | -4.7% |
| 30D | -18.6% | +17.0% | -35.5% | -21.8% |
| 3M | -24.4% | +49.5% | -73.8% | -32.1% |
| 6M | -20.2% | +83.5% | -103.8% | -32.8% |
| YTD | -16.9% | +144.1% | -161.0% | -35.6% |
| 1Y | -8.5% | +119.6% | -128.1% | -27.3% |
| 3Y | +43.7% | +168.1% | -124.3% | +4.2% |
| 5Y | +97.3% | +671.3% | -574.0% | -1.9% |
| All | +284.9% | +1,167.6% | -882.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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