Julia uses OpenBLAS, and MATLAB uses MKL. The easiest way to use Julia with MKL is probably:
BLAS is multithreaded.
If BLAS is using 8 threads, CPU time will elapse at about 8 CPU seconds per second.
Therefore, be sure to actually time both in the same way.
For example, simply
@time begin MM=rand(Float64,10000,10000) mmm=inv(MM) end