+198.0%
MPWR vs DXCM
-17.0%
+215.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.5% | +8.4% | +8.8% |
| 7D | +17.3% | -9.2% | +26.5% | +19.7% |
| 30D | +12.1% | -6.5% | +18.6% | +13.5% |
| 3M | +5.6% | -10.3% | +15.9% | +7.7% |
| 6M | -10.7% | +35.4% | -46.1% | -18.2% |
| YTD | +64.0% | +21.1% | +42.9% | +54.5% |
| 1Y | +55.9% | +38.2% | +17.7% | +42.4% |
| All | +198.0% | -17.0% | +215.0% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling