I have attached a spreadsheet I created a couple of years ago, comparing DD and QD to Single and Double, as well as to some well-known arbitrary precision libraries.
Results may be a bit different now if I would run these tests again, but I think will still be in the same ballpark.
In short, DD is 2-10 times slower than Double, but 5-100 times faster than other arbitrary precision libraries using the same precision.
Likewise, QD is 4-100 times slower than Double, but 5-250 times faster than other libraries.
You can also do some simple benchmarking by running the included Mandelbrot sample at different levels of precision (for a magnification level that works at Double precision).
Since this library directly uses the QD C++ library, it has the same limitations (such as thread safety). Although I would assume that most operations would be thread safe since as long as you don't mutate the same DD/QD value from multiple threads. But I haven't checked the C++ source code for this, so I am not sure.
MultiPrecisionSpeed.xlsx