We initiate a systematic study of triplets of mutually unbiased bases (MUBs). We show that in $\mathbb{C}^d$ each MUB-triplet is characterized by a $d\times d\times d$ object that we call a Hadamard cube. We describe the basic properties of Hadamard cubes, and show how an MUB-triplet can be reconstructed from such a cube, up to unitary equivalence. We also present an algebraic identity which is conjectured to hold for all MUB-triplets in dimension 6. If true, it would imply the long-standing conjecture of Zauner that the maximum number of MUBs in dimension 6 is three.