Yes, it is true that a dll built in debug mode will not work as efficiently as a dll built in release mode. The debug mode assembly includes symbols that allow you to attach the debugger to the dll while it is running. The result is a slightly larger, less efficient set of libraries. However, if you do not perform very intensive mathematical processing, you probably will not notice a performance loss.
On the other hand, Release mode will produce a smaller, more efficient dll, but you will not be able to connect an external debugger after deploying your application.
I would recommend that you leave your applications in debug mode during development / testing, and then switch to release mode before deploying to production.
UPDATE: I now understand that I have not answered your original question, but I hope you find the tip useful.
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