+365.0%
DDOG vs MOD
+730.8%
-365.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.3% | -0.2% | -6.6% |
| 7D | -34.3% | -34.2% | -0.2% | -30.7% |
| 30D | -37.2% | -51.9% | +14.6% | -31.5% |
| 3M | -38.3% | -53.0% | +14.7% | -32.7% |
| 6M | +19.8% | -66.4% | +86.2% | +34.2% |
| YTD | +28.4% | -31.5% | +59.9% | +29.4% |
| 1Y | +12.7% | -39.6% | +52.2% | +14.9% |
| 3Y | +112.8% | +116.8% | -4.0% | +82.1% |
| 5Y | -5.9% | +713.8% | -719.7% | -29.1% |
| All | +365.0% | +730.8% | -365.8% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling