+119.5%
DDOG vs MOD
+116.8%
+2.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.3% | -0.2% | -6.2% |
| 7D | -34.3% | -34.2% | -0.2% | -29.4% |
| 30D | -37.2% | -51.9% | +14.6% | -29.6% |
| 3M | -38.3% | -53.0% | +14.7% | -30.8% |
| 6M | +19.8% | -66.4% | +86.2% | +39.0% |
| YTD | +28.4% | -31.5% | +59.9% | +26.2% |
| 1Y | +12.7% | -39.6% | +52.2% | +13.0% |
| All | +119.5% | +116.8% | +2.7% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling