-3.6%
DDOG vs MOD
+1,086.9%
-1,090.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +27.9% | -28.0% | -5.4% |
| 7D | +2.9% | +40.4% | -37.6% | -4.3% |
| 30D | -31.6% | -14.0% | -17.6% | -30.2% |
| 3M | -27.0% | -33.3% | +6.3% | -22.6% |
| 6M | -10.3% | -51.4% | +41.1% | -1.1% |
| YTD | +35.4% | +1.6% | +33.8% | +24.0% |
| 1Y | -1.0% | +5.4% | -6.4% | -10.8% |
| 3Y | +76.7% | +191.0% | -114.3% | +11.9% |
| All | -3.6% | +1,086.9% | -1,090.5% | -63.3% |
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