It's probably still young, the root system hasn't had a chance to get fully established yet.
Try to keep the soil moist, but allow a time every 5 days or so where the soil is allowed to dry out. Not completely dry, but not too moist.
It's possible you might have stressed the roots with too much fertilizer or too much water, which in any case can be a difficult thing because the plant needs a lot of water when the temperatures are very hot and it's in the sun (and you live in a desert with drier air so that doesn't help).
Another little fact you may not know, mandarins are (in general) not as tolerant to heat and blazing sun as oranges and grapefruits are. That may be a small factor as well. And it's probably not a huge difference.
With the heat wave you've been having, I wouldn't be surprised the leaves don't look the best.
If it's still very hot (commonly above 87 degrees) and you really wanted to go to extreme lengths you could put a shade cloth covering over it for the next month, reducing evaporation loss and hopefully encouraging new leaflets to grow. But I think the trouble of doing that would probably not be justified at this point.