The performance issues aren't with the measurement requests but with reporting.

When I eval'd it for my book last fall there were big delays in reporting waiting for segments and then also issues with custom reports. I think they have changed the default behavior to get around some of the former, but with MySQL it's always going to be tough for larger queries.

(if there's any performance issue on the measurement side it has more to do with the JavaScript payload because they include a lot in their standard JS bundle).