+19.8%
DDOG vs MOD
-33.0%
+52.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -21.4% | +7.0% | -13.1% |
| 7D | -32.2% | -31.3% | -0.9% | -31.3% |
| 30D | -31.7% | -46.1% | +14.4% | -31.4% |
| 3M | -34.5% | -51.1% | +16.6% | -34.5% |
| 6M | +28.7% | -62.1% | +90.7% | +27.3% |
| YTD | +38.8% | -26.2% | +65.0% | +42.5% |
| 1Y | +19.8% | -32.6% | +52.4% | +23.5% |
| All | +19.8% | -33.0% | +52.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling