+125.2%
MPWR vs DXCM
-50.2%
+175.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.0% | +11.2% | +7.1% |
| 7D | -1.7% | -3.5% | +1.8% | -0.9% |
| 30D | -16.5% | -5.8% | -10.7% | -15.3% |
| 3M | -12.3% | -4.3% | -7.9% | -11.7% |
| 6M | -27.7% | +31.6% | -59.3% | -35.8% |
| YTD | +32.0% | +19.6% | +12.4% | +21.1% |
| 1Y | +25.1% | +36.9% | -11.8% | +9.2% |
| 3Y | +146.5% | -16.3% | +162.8% | +126.3% |
| All | +125.2% | -50.2% | +175.4% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling