+1,788.2%
MPWR vs DXCM
+402.7%
+1,385.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -4.6% |
| 7D | +16.8% | +4.9% | +11.9% | +15.2% |
| 30D | +11.9% | -0.2% | +12.0% | +11.5% |
| 3M | +2.2% | -8.9% | +11.1% | +4.5% |
| 6M | -15.5% | +42.3% | -57.8% | -25.5% |
| YTD | +54.2% | +25.6% | +28.6% | +40.9% |
| 1Y | +51.5% | +39.5% | +11.9% | +33.9% |
| 3Y | +180.2% | -15.3% | +195.5% | +165.9% |
| 5Y | +156.8% | -48.4% | +205.2% | +169.5% |
| All | +1,788.2% | +402.7% | +1,385.5% | +1,235.7% |
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