GLENDALE, Ariz. -- Zach Parise scores and the Minnesota Wild win. So far, the formula is working pretty well.
Parise scored his NHL-leading fifth goal and the Wild stayed perfect with their third win in as many games, a 4-3 victory against the previously unbeaten Arizona Coyotes on Thursday.
Parise also had his first assist of the season as the Wild built a 4-1 lead in the second period, then held on through a penalty-plagued final 25 minutes as the Coyotes chipped away but couldn't complete the comeback.
"We had a really good start to the game, but as the game went on they got a little better and we got a little sloppier," Parise said.
Playing in Arizona for the first time since being traded by the Coyotes in January, Wild goalie Devan Dubnyk made 22 saves and handed his old team its first loss in four games this season. It was his 100th NHL win.
"I forgot about that, kind of on purpose," Dubnyk said with a smile when asked about the milestone victory. "It's a big one; that's a lot of wins and this team has been an important part of that. I'll remember it and it was nice to get it here where I have good memories. Hopefully there are a lot more to come."
Thomas Vanek, Mikko Koivu and Mikael Granlund also scored for the Wild, who have scored 12 goals in victories against the Colorado Avalanche, St. Louis Blues and Coyotes. They play at the Los Angeles Kings on Friday.
"Most of two periods looked like the way we should be playing," Minnesota coach Mike Yeo said. "It's nice that we're (3-0-0), but we're still short of playing a 60-minute game so far. In the second half of the second period, the focus was a little bit more on scoring the next goal than playing the game the right way. That's how we built the lead but then we lost our focus."
Rookies Anthony Duclair and Max Domi continued their red-hot starts with a goal each for the Coyotes. Michael Stone made it a one-goal game by knocking a rebound past Dubnyk with 4:48 to play. But Arizona failed to score on seven power-play chances, four of them in the third period.
"We showed a lot of character in the third," said Duclair, who leads all NHL rookies with six points. "Even though we were down, it was the first time this season we faced adversity and the guys didn't let up."
Of the 13 goals scored by Arizona in four games this season, eight have been scored by rookies; four by Duclair, three by Domi and one by forward Jordan Martinook.
"It's been unbelievable so far, but at the same time it would have been better if we'd gotten the win," Duclair said. "Things are rolling [offensively] and we've got to keep them going."
Arizona goalie Mike Smith was pulled in the second period after allowing three goals on 17 shots. Smith had allowed two goals on 106 shots in the first three games, all wins in which the Coyotes never trailed, and Arizona had killed all 10 opposing power plays.
All that changed in a 58-second span of the first period.
With Boyd Gordon the penalty box for tripping, Jason Pominville deflected Ryan Suter's shot from the point over the net. But the puck caromed hard off the boards and into the right circle, where Parise was waiting, and he beat Smith with a backhander at 9:22. Parise, who had a hat trick against the Avalanche to open the season and a goal against the St. Louis Blues on Saturday, is well ahead of his 33-goal pace last season.
At 10:20, Vanek took a Justin Fontaine pass on the rush down the right side and beat Smith high with a high wrist shot that went between the goaltender's shoulder and the near post. Vanek's second goal of the season capped a strong first period for the Wild, who drew three penalties and put 12 shots on Smith.
Koivu made 3-0 at 7:07, finishing off a Jason Zucker pass on a shorthanded break.
Duclair got Arizona going, converting a pretty cross-ice, backhand pass from Domi at 12:13. But Granlund, set up by Parise, answered 22 seconds later to make it 4-1.
Domi made it 4-2 at 19:50 on a superb individual play, winning a puck battle with Minnesota defenseman Jared Spurgeon on the fly before beating Dubnyk between the pads from the slot.
Dubnyk was impressed with Duclair, as well as with Domi, who he played with in training camp last fall.
"I was surprised last year when they sent down Domi, but obviously there was a plan there and it was probably a good one with the [junior] season he had, Dubnyk said. "That first goal (the pass to Duclair and the finish by Domi) was pretty ridiculous. Those guys are going to be pretty exciting in this building."
Arizona moved within a goal late in the third when Stone cleaned up the rebound of a Shane Doan shot just outside the crease. The assist leaves Doan one shy of 900 NHL points.
The Coyotes lost center Antoine Vermette to a lower-body injury in the second period; he did not return.