Never tried it with them, my threat model doesn't warrant it. But it's good it's there.
Note that Mullvad even obfuscates bank transfers. They match your wire transmission via a temporary code you attach to the bank wire. That way
- yes, Mullvad could theoretically know your identity (but it's been shown repeatedly that they aren't; also, they will always know your real IP that is attached to your ID, unless you obfuscate that to them as well via a second VPN)
- your bank knows you use Mullvad (but so does your ISP), but they do not know your Mullvad user ID or anything you do with it.