-28.5%
MPWR vs DXCM
+39.5%
-68.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.5% | -5.7% | -10.5% |
| 7D | -5.6% | +5.7% | -11.3% | -4.9% |
| 30D | -23.2% | +1.3% | -24.5% | -23.0% |
| 3M | -15.8% | +2.2% | -18.0% | -15.4% |
| 6M | -28.5% | +42.0% | -70.5% | -20.0% |
| All | -28.5% | +39.5% | -68.1% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling