This is a classic mistake -- thinking, "I'll run a simple test to compare the performance of this single-threaded code with this multi-threaded code."
A simple test is the worst kind of test you can run to measure multi-threaded performance.
Typically, parallelizing some operation yields a performance benefit when the steps you're parallelizing require substantial work. When the steps are simple -- as in, quick* -- the overhead of parallelizing your work ends up dwarfing the miniscule performance gain you would have otherwise gotten.
Consider this analogy.
You're constructing a building. If you have one worker, he has to lay bricks one by one until he's made one wall, then do the same for the next wall, and so on until all walls are built and connected. This is a slow and laborious task that could benefit from parallelization.
The right way to do this would be to parallelize the wall building -- hire, say, 3 more workers, and have each worker construct his own wall so that 4 walls can be built simultaneously. The time it takes to find the 3 extra workers and assign them their tasks is insignificant in comparison to the savings you get by getting 4 walls up in the amount of time it would have previously taken to build 1.
The wrong way to do it would be to parallelize the brick laying -- hire about a thousand more workers and have each worker responsible for laying a single brick at a time. You may think, "If one worker can lay 2 bricks per minute, then a thousand workers should be able to lay 2000 bricks per minute, so I'll finish this job in no time!" But the reality is that by parallelizing your workload at such a microscopic level, you're wasting a tremendous amount of energy gathering and coordinating all of your workers, assigning tasks to them ("lay this brick right there"), making sure no one's work is interfering with anyone else's, etc.
So the moral of this analogy is: in general, use parallelization to split up the substantial units of work (like walls), but leave the insubstantial units (like bricks) to be handled in the usual sequential manner.
*For this reason, you can actually make a pretty good approximation of the performance gain of parallelization in a more work-intensive context by taking any fast-executing code and adding Thread.Sleep(100)
(or some other random number) to the end of it. Suddenly sequential executions of this code will be slowed down by 100 ms per iteration, while parallel executions will be slowed significantly less.