Performance: Logs in Power BI desktop

When I am importing data from a cube it started but it takes huge time to get the data into Power BI. I do want to check where the problem is: 

if we divide the large step into parts: 

1) Connection will establish and sends a message to Cube

2) Cube receives that message (MDX Query) 

3) Then starts loading data back to Power BI 

4) Data load completes after a while 

I do want to record the logs in between 1 and 4 and specifically 1 and 3.  I do know the process for checking it from SQL Profiler, But is there any way that we can record it from Power BI desktop?

Thanks

Koushik