+136.7%
MPWR vs DXCM
-13.8%
+150.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.3% |
| 7D | -2.6% | -3.2% | +0.6% | -1.9% |
| 30D | -9.0% | +6.3% | -15.4% | -10.3% |
| 3M | -25.8% | +21.1% | -46.9% | -29.4% |
| 6M | +11.8% | +20.6% | -8.8% | +6.2% |
| YTD | +35.5% | +32.4% | +3.1% | +25.9% |
| 1Y | +45.3% | +8.8% | +36.5% | +40.5% |
| All | +136.7% | -13.8% | +150.5% | +119.0% |
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