Fix slow mapped drive for SharePoint 2013

This quote from Fix Slow WebDAV Performance in Windows 7:

... Quite simply, all you have to do is turn off IE’s automatic proxy settings detection. Here’s how to do that:

1. In Internet Explorer, open the Tools menu, then click Internet Options.
2. Select the Connections tab.
3. Click the LAN Settings button.
4. Uncheck the "Automatically detect settings" box.
5. Click OK until you’re out of dialog hell.