+43,711.4%
TJX vs MTZ
+2,996.0%
+40,715.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.8% | +0.6% |
| 7D | -4.4% | 0.0% | -4.3% | -4.4% |
| 30D | -18.6% | -14.8% | -3.7% | -17.4% |
| 3M | -24.4% | -30.8% | +6.4% | -22.3% |
| 6M | -20.2% | -22.6% | +2.4% | -19.2% |
| YTD | -16.9% | +6.8% | -23.8% | -18.6% |
| 1Y | -8.5% | +22.1% | -30.6% | -11.7% |
| 3Y | +43.7% | +153.1% | -109.4% | +26.3% |
| 5Y | +97.3% | +161.4% | -64.1% | +70.9% |
| 10Y | +289.0% | +723.1% | -434.1% | +196.5% |
| All | +43,711.4% | +2,996.0% | +40,715.4% | +24,325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling