To do that, you can create a new calculated column in your date table (if it is already not there) which is the concatenation of your year and month. Then, if you place that in the axis, you will get 36 months when you select 3 months. This type of chart helps us in seeing a long term trend.
If your aim is to compare months of each each year, you can place Year on the legend and then you will see 3 lines. This type of chart compares how we are doing every month compared to the previos years.