Could you please tell me how you ran the code you show here? When I’m running it, I am unfortunately not being able to replicate your speeds.
My build has USE_MKLDNN=ON and I am running on Intel® Xeon® CPU E5-2640 v3 @ 2.60GHz
My PyTorch config details are:
PyTorch built with:

GCC 7.3
Intel® Math Kernel Library Version 2019.0.4 Product Build 20190411 for Intel® 64 architecture applications
Intel® MKL-DNN v0.18.1 (Git Hash 7de7e5d02bf687f971e7668963649728356e0c20)
OpenMP 201511 (a.k.a. OpenMP 4.5)
NNPACK is enabled
CUDA Runtime 10.0
NVCC architecture flags: -gencode;arch=compute_35,code=sm_35;-gencode;arch=compute_50,code=sm_50;-gencode;arch=compute_60,code=sm_60;-gencode;arch=compute_61,code=sm_61;-gencode;arch=compute_70,code=sm_70;-gencode;arch=compute_75,code=sm_75;-gencode;arch=compute_50,code=compute_50
CuDNN 7.6.2
Magma 2.5.1
Build settings: BLAS=MKL, BUILD_NAMEDTENSOR=OFF, BUILD_TYPE=Release, CXX_FLAGS= -Wno-deprecated -fvisibility-inlines-hidden -fopenmp -DUSE_FBGEMM -DUSE_QNNPACK -O2 -fPIC -Wno-narrowing -Wall -Wextra -Wno-missing-field-initializers -Wno-type-limits -Wno-array-bounds -Wno-unknown-pragmas -Wno-sign-compare -Wno-unused-parameter -Wno-unused-variable -Wno-unused-function -Wno-unused-result -Wno-strict-overflow -Wno-strict-aliasing -Wno-error=deprecated-declarations -Wno-stringop-overflow -Wno-error=pedantic -Wno-error=redundant-decls -Wno-error=old-style-cast -fdiagnostics-color=always -faligned-new -Wno-unused-but-set-variable -Wno-maybe-uninitialized -fno-math-errno -fno-trapping-math -Wno-stringop-overflow, DISABLE_NUMA=1, PERF_WITH_AVX=1, PERF_WITH_AVX2=1, PERF_WITH_AVX512=1, USE_CUDA=True, USE_EXCEPTION_PTR=1, USE_GFLAGS=OFF, USE_GLOG=OFF, USE_MKL=ON, USE_MKLDNN=ON, USE_MPI=OFF, USE_NCCL=ON, USE_NNPACK=ON, USE_OPENMP=ON,

When I run your benchmark code, mkldnn does give me a slighter faster runtime, but nowhere near as fast as you reported.
The speeds I got are:
MKL time: 0.266s
MKLDNN time: 0.214s
Multiple runs give results in this ballpark. Am I doing something wrong? I’d really appreciate any help I can get!