Adding Functionality to Your Cube - Getting Started with SQL Server 2012 Cube Development - page 161

Note
Be aware that many-to-many relations in your cube can affect perform-
ance; the reason is that Analysis Services has to perform a join operation
using the intermediate fact table during query time. More information
on how to optimize the performance, can be found at ht-
tp://www.microsoft.com/en-us/download/details.aspx?id=137 .
More information about the different relationships that you can define between di-
mensions can be found at http://msdn.microsoft.com/en-us/library/ms175669.aspx .