Single Column index or 3 column index in MS Access
I'd say it will make only a negligible difference, but that's from the gut, as factors such as the number of data sets, CPU, RAM and HDD/SSD play a role.

However, I would technically tend to go for the three-field solution, as it gives you flexibility.

You can use them more flexibly in queries.

And consider the case that you might need to replace the value of one of the fields with another one later. Then the fun really starts with the one-field solution...