The Wild went on a power at the end of regulation when Mike Giordano was whistled for putting his hand over the puck, and the man-advantage carried into the overtime.
Jason Zucker had forged a tie for the Wild with 4:19 left in regulation.
Niklas Backstrom turned away 20-of-21 shots as Minnesota bounced back from a Saturday loss to the Flames.
MacDonald finished with 28 saves and Alex Tanguay got the only goal for Calgary.
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