Under the heading "Frequently Asked Questions" on the linked page, it says:
Why does it take so long for MKV to load?
QuickTime expects to know the location of every single frame in a movie in order to play it. This is easy with its native format, MOV/MP4, but more difficult for several others, including MKV. Perian has to read in the entire file in order for seeking and playback to work.
That's probably (part of) the reason MKV and WebM are slow for you (since WebM uses the MKV container format).
A symptom of this issue is that you have to wait before you can start playing the movie. So if you wanted to play a 1 GB mkv the player had to read the whole 1 GB from disc once, which took a fair amount of time back in the days.
Afaik playback performance is not affected by this. Poor playback performance is mainly related to the lack of hardware acceleration (and codec optimizations) people take for granted since h.264 matured on OS X.
Why does it take so long for MKV to load?
QuickTime expects to know the location of every single frame in a movie in order to play it. This is easy with its native format, MOV/MP4, but more difficult for several others, including MKV. Perian has to read in the entire file in order for seeking and playback to work.
That's probably (part of) the reason MKV and WebM are slow for you (since WebM uses the MKV container format).