+55.0%
DDOG vs MOD
+1,486.5%
-1,431.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.6% |
| 7D | -10.1% | +9.6% | -19.7% | -11.5% |
| 30D | -24.8% | 0.0% | -24.8% | -24.9% |
| 3M | -12.6% | -35.4% | +22.8% | -6.9% |
| 6M | +79.9% | -7.3% | +87.2% | +75.9% |
| YTD | +56.6% | +45.8% | +10.8% | +36.6% |
| 1Y | +61.6% | +43.1% | +18.4% | +39.6% |
| 3Y | +117.9% | +297.7% | -179.8% | +35.0% |
| All | +55.0% | +1,486.5% | -1,431.5% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling