+16,691.3%
MPWR vs DXCM
+2,696.7%
+13,994.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.5% | -5.7% | -9.2% |
| 7D | -5.6% | +5.7% | -11.3% | -6.9% |
| 30D | -23.2% | +1.3% | -24.5% | -23.6% |
| 3M | -15.8% | +2.2% | -18.0% | -16.5% |
| 6M | -28.5% | +42.0% | -70.5% | -35.0% |
| YTD | +25.5% | +27.3% | -1.8% | +17.0% |
| 1Y | +13.9% | +42.5% | -28.6% | +3.3% |
| 3Y | +134.6% | -13.3% | +147.9% | +126.4% |
| 5Y | +114.8% | -46.8% | +161.7% | +125.8% |
| 10Y | +1,499.3% | +445.8% | +1,053.5% | +910.5% |
| All | +16,691.3% | +2,696.7% | +13,994.6% | +5,983.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling