If they're in a library - then you can delete the entire library. If they're in a library and you want less than all of them deleted - you have to make a new library file with just the Performances you want to keep.

If you're only talking about the user area, then you can follow this for Montage (it's the same for MODX) - source https://www.yamahasynth.com/ask-a-question/how-to-delete-a-performance-in-montage

Press [UTILITY] > select "Contents" > "Data Utility" > select the PERFORMANCE folder.
This will display all of the current Performances in memory. The User memory can hold 640. Your Motif XF will only fill 544 of the 640. (512 normal, 32 drum).
You can view them by Name or Date.
Touch "Job" in the upper right corner, you can now SELECT (places a check mark in the Performance box) the ones you would like to Delete.
You are shown 12 Performances at a time. You can scroll Pages at the bottom of the screen.

You may want to create a backup before deleting things just in case you mess up and delete more than you would have otherwise wanted to.