Toprule, bottomrule and midrule for tables

• You not provide any information about used document class and your document layout. Consequently size of \textwidth is unknown. So, please, always provide MWE (Minimal Working Example), a small but complete document which we can test as it is and which reproduce your problem.

• Since you use figure* float environment I assume, that your document has two columns. AT this be aware that in such document table will appear at top of the next page from place where you will insert table in text.

• To my opinion use of talltblr of tabularray package enable simpler code for table

• I also would define new commands for check marks used in table

\documentclass[twocolumn]{article}
\usepackage{xcolor}
\usepackage{tabularray}
\UseTblrLibrary{booktabs}
\usepackage{amsmath}
\usepackage{pifont}
\newcommand{\cmark}{\textcolor{green}{\ding{51}}}%
\newcommand{\xmark}{\textcolor{red}{\ding{55}}}%
\newcommand{\aprx}{\textcolor{purple}{$\boldsymbol{\approx}$}}%
\begin{document}
    \begin{table*}
\begin{talltblr}[
caption = {Performance Summary in comparison to baseline.},
  label = {tab:comparison},
remark{Legend} = {\cmark = better, \aprx = approximately equal, \xmark = worse, 
                  -- = not applicable.}
                ]{colspec = {@{} l *{8}{X[b, c]} @{}},
             cell{1}{1} = {r=2}{},
             cell{1}{even[2]} = {c=2}{},
             cells = {font=\small},
             hspan=minimal
             }     
    \toprule
{Methodology\\ Details}
            &   Output prediction accuracy
                    &       &   Parameter estimation accuracy 
                                    &       &   {Training\\ time} 
                                                    &       &   {Parameter\\ count}   
                                                                    &       \\
    \cmidrule[lr]{2-3} \cmidrule[lr]{4-5} 
    \cmidrule[lr]{6-7} \cmidrule[lr]{8-9}
            & Sim.  & Meas. & Sim.  & Meas. & Sim.  & Meas. & Sim.  & Meas. \\
\midrule
Method 1    & \aprx &\cmark &\cmark &\cmark &\cmark &\cmark &\xmark & \xmark \\
Method 2    & \aprx &\cmark &\cmark &\cmark &\cmark &\cmark & \aprx & \xmark \\
    \bottomrule
\end{talltblr}
    \end{table*}
\end{document}

I'd go with tabular*. You only need to measure the width of the first column.

Small size fits the standard textwidth.

\documentclass{article}
\usepackage{graphicx}
\usepackage{tabularx}
\usepackage{xcolor}
\usepackage{caption} % to have captions above tables
\usepackage{booktabs}
\usepackage{amssymb}
\newlength{\tabmodule}
\begin{document}
\begin{table*}
\small
\setlength\tabcolsep{0pt}
\settowidth{\tabmodule}{Methodology}
\setlength{\tabmodule}{\dimeval{(0.95\textwidth-\tabmodule)/8}}
\newcommand\mcc[1]{\multicolumn{2}{>{\centering}p{\dimeval{2\tabmodule}}}{#1}}
\newcommand{\aeq}{\textcolor{purple}{$\approx$}}
\newcommand{\better}{\textcolor{green!80!blue}{\checkmark}}
\newcommand{\worse}{\textcolor{red!90!blue}{$\times$}}
\caption{Performance Summary}
\begin{tabular*}{\textwidth}{
  @{\extracolsep{\fill}}
  l *{8}{w{c}{\tabmodule}}
}
\toprule
\smash{\begin{tabular}[t]{@{}c@{}}Methodology \\ Details \end{tabular}}
& \mcc{Output prediction accuracy}
& \mcc{Parameter estimation accuracy}
& \mcc{Training time}
& \mcc{Parameter count}\\
\cmidrule(lr){2-3} \cmidrule(lr){4-5} \cmidrule(lr){6-7} \cmidrule(l){8-9}
& Sim. & Meas. & Sim. & Meas. & Sim. & Meas. & Sim. & Meas. \\
\midrule
Method 1 & \aeq & \better & \better & \better & \better & \better & \worse & \worse \\
Method 2 & \aeq & \better & \better & \better & \better & \better & \aeq & \worse \\
\bottomrule
\end{tabular*}
\vspace{1mm}
\footnotesize
Legend (compared to baseline): 
\better\ = better, 
\aeq\ = approximately equal, 
\worse\ = worse, 
-- = not applicable.
\end{table*}
\end{document}