One issue related when browsing a cube using Performance Point is that when you drag the Month dimension the months are sorted alphabetically and not by month.

One resolution to this problem is via MDX on PerformancePoint :

The problem is that PerformancePoint cant distinguish that a month is really a month.A possible solution is modify the MDX related to the Analytic Grid.

PerformancePoint Generates this MDX by default:

SELECT
{ [Calendary].[Year].[Year].ALLMEMBERS } * { [Calendary].[Month Name].[Month Name].ALLMEMBERS }
ON COLUMNS,

NON EMPTY { [Country].[Country].[Country].ALLMEMBERS } * { [Business Unit].[Business Unit].[Business Unit].ALLMEMBERS }
ON ROWS

FROM [Cube]

WHERE ( [Measures].[Vl End Balance] )

CELL PROPERTIES VALUE, FORMATTED_VALUE, CELL_ORDINAL, FONT_FLAGS, FORE_COLOR, BACK_COLOR

Solution:

You have to tell Perfomance Point the order of the Months manually:

SELECT
{ [Calendary].[Year].[Year].ALLMEMBERS }

replace with:

{ [Calendary].[Month Name].[Month Name].[January],[Calendary].[Month Name].[Month Name].[February],[Calendary].[Month Name].[Month Name].[March],[Calendary].[Month Name].[Month Name].[April],[Calendary].[Month Name].[Month Name].[May],[Calendary].[Month Name].[Month Name].[June],[Calendary].[Month Name].[Month Name].[July],[Calendary].[Month Name].[Month Name].[August],[Calendary].[Month Name].[Month Name].[September],[Calendary].[Month Name].[Month Name].[October],[Calendary].[Month Name].[Month Name].[November],[Calendary].[Month Name].[Month Name].[December] }

As you note I have to tell Performance Point directly the order of the months.

the final code looks like this: