It is impossible to give "exact steps" without sample data.
Can you provide a screenshot of your underlying data structure? Below is the structure you will need to create to get three lines in a chart that represent individual calendar years:
Month+Date Key | 2012 data | 2013 data | 2014 data | Date Axis Sort Order
Jan 1 x x x 1
Jan 2 x x x 2
Jan 3 x x x 3
...
etc.
Then you would create a line chart and put the Month+Date Key as the axis. Sort the Month+Date Key field by the Date Axis Sort Order column (under the Modeling tab I believe). Then add the 2012, 2013, and 2014 fields to your Values area and they will share the common axis but each represent a separate year.
If you want to only display 1 year at a time and have a slicer for year, then the table structure needs to be different, or you have to do some more complex DAX which is probably not a good choice given your challenges so far.
