I usually press ctrl+c or ctrl+d.
I don't know how I get the idea of pressing ctrl+d but I remembered it worked sometimes. Here is a reference to the MATLAB documentation.
To stop execution of whatever is currently running, press Ctrl+C or Ctrl+Break. On Apple Macintosh platforms, you can also use Command+. (the Command key and the period key) to stop the program. For certain operations, stopping the program might generate errors in the Command Window.
For files that run a long time, or that call built-ins or MEX-files that run a long time, Ctrl+C does not always effectively stop execution. Typically, this happens on Microsoft Windows platforms rather than UNIX platforms. If you experience this problem, help MATLAB break execution by including a drawnow, pause, or getframe function in your file, for example, within a large loop. Note that Ctrl+C might be less responsive if you start MATLAB with the -nodesktop option.