+1,791.8%
MPWR vs DXCM
+411.4%
+1,380.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | +2.2% | -3.7% | +5.9% | +3.2% |
| 30D | -2.1% | -5.0% | +2.9% | -0.9% |
| 3M | -1.6% | -8.8% | +7.3% | +0.6% |
| 6M | -14.9% | +31.9% | -46.8% | -23.4% |
| YTD | +50.5% | +20.4% | +30.1% | +39.3% |
| 1Y | +40.0% | +45.7% | -5.7% | +22.0% |
| 3Y | +175.0% | -15.0% | +190.0% | +160.3% |
| 5Y | +162.0% | -48.5% | +210.4% | +175.3% |
| 10Y | +1,791.8% | +411.2% | +1,380.6% | +1,213.9% |
| All | +1,791.8% | +411.4% | +1,380.4% | +1,213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 10y: compounded portfolio wealth divided by compounded DXCM 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…
10y analysis · Full analysis span regression · 6 months rolling