This is a typically complicated case. The name Max Marcus is a common kinnui (Yiddish for "secular" name). Additional family history could establish which specific individual is involved.
However, I would note the following: a Max Marcus, born 1867 in Grodno, Belarus arrived 2 July 1895 at New York. Another, born the same year arrived at New York 1 October 1889 from Odessa. Among the many others was a Max Marcus who left from Hamburg on 19 August 1885 from Gilgenburg, East Prussia.
The Gilgenburg case is interesting: it is now called Dąbrówno in Poland, but is located within the historic region of Masuria, East Prussian territory at the time. However, this wasn't Russia Poland, it was Germany,
Odessa was a point of departure for those from primarily Bessarabia (now Moldova). This was Russia, not Russia Poland in the 19th century.
However, Grodno (modern Hradna in Belarus) would be considered Russia Poland. Called White Russia, it had a large Polish population and had been part of the Polish-Lithuanian Commonwealth.
So, one might check the Russian Revision lists if that was in fact the origin of the individual in question. Max is simply an anglicized variant of Marcus: in Yiddish this would most likely have been Mordtke. As a surname, the Revision Lists have three different families named Markus registered in Grodno in 1857. The immigrant mentioned above wouldn't appear in this record: he was born later (1867).
Usually, we can figure out which family is involved by finding his father's name.
That would be the procedure here. Of course, there were many other Max Marcus' in the records from this general region, so before stipulating where he was actually from, one would first have to make a likely identification.
In general though, immigration authorities regarded Russia Poland as "Russia" if the immigrant was Jewish, "Poland" if Polish, and "Germany" if German. That is, for most people, ethnicity trumped political boundaries (which shifted a lot anyway). Not so for the immigrant, however. Traditional categories and current polities counted more.