Excellent question, and I'll offer you a frustrating answer that splits the difference.

Because McKinsey works in so many areas, it has a huge portfolio of outcomes. There's not a lot of public visibility into what each exact outcome might be. So the firm (and others like it) are able to benefit from this opacity.

To wit: top consulting firms are able to present prospective clients with a recap of their best engagements and wins. Is that representative? Cherry picked? No one ever knows.