+391.2%
DDOG vs MOD
+864.5%
-473.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | +5.6% | +16.1% | -10.4% | +3.6% |
| 30D | -34.9% | -38.5% | +3.6% | -31.0% |
| 3M | -23.4% | -46.8% | +23.4% | -17.8% |
| 6M | -7.7% | -61.6% | +53.9% | +1.6% |
| YTD | +35.6% | -20.5% | +56.2% | +34.0% |
| 1Y | -3.4% | -28.0% | +24.7% | -3.6% |
| 3Y | +78.0% | +134.9% | -57.0% | +50.2% |
| 5Y | -4.4% | +833.2% | -837.6% | -29.4% |
| All | +391.2% | +864.5% | -473.3% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling