Recently I had to use MDX Studio for some MDX query tuning. 2 quick tips:

Also very quickly, if you are finding that the Perfmon section in MDX Studio shows 0 for most values such as ‘Cells calculated’ then try running the MDXStudio.exe with the ‘Run as Administrator’ option.

Also take a look at Ashwani Roy’s SQL Bits session ‘Supercharge MDX performance using MDX Studio’ which is available from https://www.sqlbits.com/Sessions/Event6/supercharge_mdx_performance_using_mdx_studio