+376.8%
DDOG vs MOD
+778.3%
-401.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.8% |
| 7D | -23.9% | -25.5% | +1.6% | -21.0% |
| 30D | -34.0% | -49.0% | +15.0% | -28.5% |
| 3M | -21.9% | -49.8% | +27.9% | -15.5% |
| 6M | +24.6% | -64.8% | +89.4% | +38.7% |
| YTD | +31.7% | -27.6% | +59.3% | +31.7% |
| 1Y | -6.2% | -35.2% | +29.0% | -5.1% |
| 3Y | +125.1% | +137.1% | -12.1% | +90.6% |
| 5Y | -3.5% | +760.3% | -763.8% | -27.8% |
| All | +376.8% | +778.3% | -401.5% | +214.4% |
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