I think this is where the DX11 support will be most utilized.
If you're referring to multithreaded rendering, I don't believe either AMD nor Nvidia have written support for this into their drivers... or if they have it's not very good support. Performance goes down for me (or doesn't change at all) when multithreaded rendering is enabled in my testing of it, and generally, in my research on it nobody is really making use of it yet because of this lack of driver support. However I do believe preliminary support is making its way into drivers currently, since actual shipped games are pushing for it, like Civ 5. They have expanded on their utilization of DX11 with each successive patch.
Also, since DX11 is mostly just a middleman between the rest of the executable and the pixels drawn on the screen, multithreaded rendering honestly has nothing to do with general multithreading performance. This is all handled in the actual game engine itself, not the graphics code. And just like DX11 there are libraries to facilitate multithreading and multitasking such as OpenMP, Intel's TBB, and so on.
From what I understand, Dx11 inherently supports however many un-dedicated threads are running on your OS. They don't have to set a number for the engine to use because just supporting DX11 means DX can handle it for them. Least ways that's what I've heard but take that with a grain of salt as very few technical specs available for DX11 can be confirmed as official.
Nothing is inherent to DX11,
per se. You have to write the code yourself. It's just an API. It's like you're given a box of K'nex (or Legos) and told to build something functional with it. DirectX does not control multithreaded rendering itself... you have to tell it to use multiple CPU cores for certain tasks (Which still only relate to rendering. Not game logic, physics, or the like). The same goes for these "free" performance gains people talk about when they mention DX11. There is no such thing, and frankly it's just hype and word of mouth. If you convert something from DX9 to DX11 it will perform basically the same until you start refactoring the engine to make use of the new pipeline, the new shaders, and the new shader features. There may be minimal changes I'm not aware of between two identical pieces of DX9-DX11 code, that give measurable performance boosts, but by the same token, the entire pipeline has been rearranged. There are more shader stages, more bells and whistles, and thus more abstraction. There are very likely areas that perform worse as well, then, and I'd imagine it about evens out.
Todd is even guilty of talking about DX11 in this manner, and it's odd since he has even stated that Skyrim's shaders are at a DX9 level, which would seem to imply they're not even using Compute shaders, or Shader Model 5, and who knows if they're actually utilizing
anything at this point. I'd like to see where these magical "free" performance gains are. Because like I said, nothing is "inherent" to DX11, especially not performance gains. On the contrary, most games perform much worse under DX11 because DX11 can actually do more, and DX11 games usually utilize all these extra features. And don't let my skepticism/pessimism fool you. I'm a staunch proponent of DirectX 11, but not because I think it's a magical performance band-aid like most other people... I like it because the pipeline just makes more sense, the additional shader stages are great to have, and it has allowed new techniques that previously weren't feasible in realtime graphics.