+125.1%
DDOG vs MOD
+129.2%
-4.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.5% |
| 7D | -23.9% | -25.5% | +1.6% | -19.9% |
| 30D | -34.0% | -49.0% | +15.0% | -26.7% |
| 3M | -21.9% | -49.8% | +27.9% | -13.4% |
| 6M | +24.6% | -64.8% | +89.4% | +43.4% |
| YTD | +31.7% | -27.6% | +59.3% | +28.2% |
| 1Y | -6.2% | -35.2% | +29.0% | -7.1% |
| 3Y | +125.1% | +137.1% | -12.1% | -2.6% |
| All | +125.1% | +129.2% | -4.1% | -2.6% |
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