+43.1%
TJX vs MTZ
+160.5%
-117.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -0.4% |
| 7D | -4.6% | +1.4% | -5.9% | -4.6% |
| 30D | -17.2% | -14.5% | -2.7% | -16.7% |
| 3M | -24.9% | -32.9% | +8.0% | -24.0% |
| 6M | -19.7% | -20.8% | +1.2% | -19.8% |
| YTD | -17.2% | +10.6% | -27.8% | -19.4% |
| 1Y | -9.4% | +27.1% | -36.5% | -12.9% |
| 3Y | +43.1% | +166.1% | -123.1% | +34.1% |
| All | +43.1% | +160.5% | -117.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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