Before we start to discuss how to improve query performance, we need to understand what happens inside Analysis Services when a query is run. The two major parts of the Analysis Services engine are:
The Formula Engine: This part processes MDX queries, works out what data is needed to answer them, requests that data from the Storage Engine, and then performs all calculations needed for the query.
The Storage Engine: This part handles all the reading and writing of data, for example, during cube processing and fetching all the data that the Formula Engine requests when a query is run.
When you run an MDX query, then, that query goes first to the Formula Engine, then to the Storage Engine, and then back to the Formula Engine before the results are returned back to you. There are numerous opportunities for performance tuning at all stages of this process, as we'll see.