In my experience MaxCDN is not worth it. I too noticed reduced performance. But I have a dedicated server at Softlayer, which has a top notch network. If you're on cheap shared hosting MaxCDN could give you better performance.
I've also tried EdgeCast and Akamai, both of which gave me noticeably improved performance over serving content from my own server. We couldn't afford those though. They cost about 3x-10x more than MaxCDN unless you have a huge commit (several TBs a month).
Did you sign up for gtmetrix account so you can specify your maxcdn custom cname urls in CDN known list ? if not, then gtmetrix has no way of knowing your cdn.yourdomain.com custom CNAME pointing to maxcdn is in fact a CDN.Thus reducing your gtmetrix score.
I have no problems with maxcdn and most of my sites gtmetrix score around 91-96 for pagespeed.
Also default non-account gtmetrix default to canadian test origin. With signed up gtmetrix account you can choose a default region closer to the representation of your visitor traffic regions for more accurate tests.
Online tests are only as accurate as the parameters you test with