Folding and joining queries
Two common performance issues come with the relationship and SQL that is sent to the database relational engine. These involve joining queries by common keys and adding transformations that translate into SQL for the database engine.
Query folding
While Power Query has its own capable data shaping engine, it can push down certain transformations to data sources in their native query language. This is known as query folding, and formally, it means that the mashup engine can translate your transformation steps into single SELECT
statements that are sent to the data source.
Tip
Query folding is an important concept as it can provide huge performance benefits. Folding minimizes the amount of data being returned to Power BI, and it can make a huge difference in refresh times or DirectQuery performance with large data volumes such as millions or billions of rows.
There is a bit of knowledge and trial and error required to get the best folding setup...