What is exactly the dark matter? There are lot's of things hitting at a particle nature of dark matter I mean observation of the bullet cluster, freeze out times in the earlier universe, the third peak in the CMB power spectrum. I think there is no known consistent explanation by modified gravity models. On the other hand there are any different dark matter models that are able to explain all observations. Hmmm well of course this does not prove anything, but to our current knowledge particle dark matter is definitely the best guess.