Hello Daxer Persson,
This parameter defines where MR should look for the data to include in your report.
You can for example create consolidation reports where you want to include data from all of your companies.
Other reports might be limited to the data for a single company.
I have not seen large performance changes though if I selected 'any' instead of a specific company in case I wanted to run a company specific report. Yet, this might depend on the data and I believe there should be at least a slight performance difference.
Best regards,
Ludwig