You might find some useful results at the bottom of this link
http://www.scipy.org/PerformancePython
From the intro
A comparison of weave with NumPy, Pyrex, Psyco, Fortran (77 and 90) and C++ for solving Laplace's equation.
It also compares Matlab and seems to show similar speeds to when using Python+Numpy
Of course this is only a specific example, your application might be allow better or worse performance. No harm in running the same test on both and comparing
You can also compile Numpy with optimized libraries such as ATLAS which provides some BLAS/LAPACK Routines. These should be of comparable speed to Matlab.
I'm not sure if the Numpy downloads are already built against it but I think ATLAS will tune libraries to your system if you compile Numpy
http://www.scipy.org/Installing_SciPy/Windows
The link has more details on what is required under the Windows platform
EDIT:
If you want to find out what performs better C or C++ it might be worth asking a new question. Although from the link above C++ has best performance. Other solutions are quite close too i.e. Pyrex, Python/Fortran (using f2py) and inline C++
The only Matrix algebra under C++ I have ever done was using MTL and implementing an Extended Kalman Filter. I guess though in essence it depends on the libraries you are using LAPACK/BLAS and how well optimised it is.
This link has a list of Object-Oriented Numerical packages for many languages
http://www.oonumerics.org/oon/