They have the same inner contact and insulator dimensions as the SMB connector but are 30% smaller.
They offer broadband capability from DC to 6 GHz.
The outer diameter of the plug is approx 3.6 mm or 0.140 inch.
MCX and the smaller MMCX connector are frequently used to connect external antennas to GPS receivers.
This is a low frequency application, at most a few MHz bandwidth, so the electrical performance characteristics are relatively unimportant, however the small size would appear to be an important feature.