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In this paper we describe how to apply powerful performance analysis techniques to understand the behavior of multilevel parallel applications. We use the Paraver/OMPItrace performance analysis system for our study. This system consists of two major components: The OMPItrace dynamic instrumentation mechanism, which allows the tracing of processes and threads and the Paraver graphical user interface for inspection and analyses of the generated traces. We apply the system to conduct a detailed comparative study of a benchmark code implemented in five different programming paradigms applicable for shared memory computer architectures.