Performance testing analysis services cubes

Recently I was asked to do some performance testing and benchmarking for a SQL Server Analysis Services 2008 (SSAS 2008) cube. As it happens in most of the projects, I did not have much time and I needed to find a quick way to do this. In this post, I would like to jot down the approach I took in the hope that one day it might be useful to somebody. So here it goes.