+46.6%
TJX vs MPC
+176.9%
-130.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -2.4% |
| 7D | -3.3% | +3.9% | -7.1% | -3.3% |
| 30D | -19.9% | +33.8% | -53.6% | -19.9% |
| 3M | -19.0% | +49.9% | -68.9% | -19.2% |
| 6M | -18.6% | +80.9% | -99.5% | -19.4% |
| YTD | -15.3% | +147.4% | -162.7% | -17.9% |
| 1Y | -7.3% | +123.2% | -130.5% | -9.7% |
| 3Y | +46.6% | +171.7% | -125.1% | +38.0% |
| All | +46.6% | +176.9% | -130.3% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling