-9.4%
TJX vs MPC
+120.8%
-130.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.2% |
| 7D | -4.6% | +1.8% | -6.4% | -4.3% |
| 30D | -17.2% | +14.0% | -31.2% | -15.7% |
| 3M | -24.9% | +52.2% | -77.1% | -20.5% |
| 6M | -19.7% | +75.8% | -95.4% | -13.9% |
| YTD | -17.2% | +146.3% | -163.5% | -11.3% |
| 1Y | -9.4% | +120.8% | -130.2% | -4.2% |
| All | -9.4% | +120.8% | -130.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling