SQL Native backup MIRROR TO performance

We are moving to SQL Server 2014 Expensive Edition Q1 next year. Right now we are on SQL Server 2005 Standard Edition, so we don't have access to the oh-so-wonderful MIRROR TO option for our backups (We use Ola Hallengren's scripts). Right now we are using robocopy to copy files over to a network share just in case our backups stored locally become corrupt, lost, or decide to take a nice long vacation. My question is, when we use the MIRROR TO option, is it any more/less resource intensive than just using robocopy, xcopy or a Powershell solution? What exactly happens when we use MIRROR TO in SQL Server? Looking for a bit of a 'nuts and bolts' answer, if possible.