A good starting post to refer to is
here. It illustrates how the size of the siteCache file increases to over a megabyte in size with 5000 documents. At that point, the ability of MODx to handle that many documents is completely dependent on the power and configuration of the hardware, web server configuration, amount of total traffic, frequency of content editing, and numerous other factors.
Some of what is planned for improving this situation is discussed in the same thread
here. I’ll post new information on performance and scalability in the new core as soon as we are done with a few more features, some additional legacy code cleanup, and some initial optimization.
I believe there are some other threads that discuss similar topics, but this was the only one I could find at the moment.