+99.6%
TJX vs MPC
+684.6%
-585.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -2.6% |
| 7D | -3.3% | +3.9% | -7.1% | -3.6% |
| 30D | -19.9% | +33.8% | -53.6% | -22.1% |
| 3M | -19.0% | +49.9% | -68.9% | -22.4% |
| 6M | -18.6% | +80.9% | -99.5% | -24.0% |
| YTD | -15.3% | +147.4% | -162.7% | -24.6% |
| 1Y | -7.3% | +123.2% | -130.5% | -16.5% |
| 3Y | +46.6% | +171.7% | -125.1% | +24.8% |
| All | +99.6% | +684.6% | -585.1% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling