Was your iPhone connected remotely via your cellular data plan to the My Cloud? I.e. the phone was not connected to your local WiFi network.
As to your comment about slow speeds. That is dependent on many factors not the least of which is how the computer being backed up is connected to the local network. To backup a computer with a large hard drive over WiFi can actually take several days on a slow WiFi connection.
See the following link for a discussion on copying speed on the My Cloud.
