How to perform a left join of list of dates with an existing table of records smartly
You must CROSS JOIN the Users table with your Calendar query.

It will give you this result with one of each date for each user:

selected_date | firstname
2016-03-08    | Mat
2016-03-09    | Mat
2016-03-10    | Mat
2016-03-11    | Mat
2016-03-08    | Tom
2016-03-09    | Tom
2016-03-10    | Tom
2016-03-11    | Tom


This can then be LEFT JOIN with the Performance table. (SQL Fiddle)

Query:

SELECT u.id, u.firstname, cal.selected_date, p.val
FROM Users u
CROSS JOIN (
    SELECT selected_date FROM (
        SELECT adddate('1970-01-01',t4.i*10000 + t3.i*1000 + t2.i*100 + t1.i*10 + t0.i) selected_date 
        from            
            (SELECT 0 i union select 1 union select 2 union select 3 union select 4 union select 5 union select 6 union select 7 union select 8 union select 9) t0,
            (SELECT 0 i union select 1 union select 2 union select 3 union select 4 union select 5 union select 6 union select 7 union select 8 union select 9) t1,
            (SELECT 0 i union select 1 union select 2 union select 3 union select 4 union select 5 union select 6 union select 7 union select 8 union select 9) t2,
            (SELECT 0 i union select 1 union select 2 union select 3 union select 4 union select 5 union select 6 union select 7 union select 8 union select 9) t3,
            (SELECT 0 i union select 1 union select 2 union select 3 union select 4 union select 5 union select 6 union select 7 union select 8 union select 9) t4
    ) v
    WHERE selected_date BETWEEN '2016-03-08' AND '2016-03-11'
) cal
LEFT JOIN performance p
    ON u.id = p.employeeId AND cal.selected_date = p.date;


Output:

 id | firstname | selected_date |    val 
  1 |       Mat |    2016-03-08 |    100 
  2 |       Tom |    2016-03-08 |     90 
  1 |       Mat |    2016-03-09 |     80 
  2 |       Tom |    2016-03-09 |    100 
  1 |       Mat |    2016-03-10 | (null) 
  2 |       Tom |    2016-03-10 | (null) 
  1 |       Mat |    2016-03-11 | (null) 
  2 |       Tom |    2016-03-11 | (null)