+321.4%
TJX vs MPC
+1,165.7%
-844.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | -1.5% | +9.4% | -11.0% | -3.7% |
| 30D | -3.6% | -13.4% | +9.9% | -0.4% |
| 3M | -10.3% | +18.9% | -29.2% | -14.7% |
| 6M | -8.6% | +64.9% | -73.5% | -20.7% |
| YTD | -10.3% | +156.8% | -167.1% | -31.8% |
| 1Y | -6.4% | +113.2% | -119.6% | -25.2% |
| 3Y | +55.0% | +201.8% | -146.8% | +8.0% |
| 5Y | +112.4% | +601.4% | -488.9% | +8.7% |
| All | +321.4% | +1,165.7% | -844.2% | +66.2% |
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