You can do this with the "multiple dates comparison" feature. This allows you to select multiple update dates and show them in the Website Rankings, Keyword Rankings and Search Engine Rank reports, in the user interface or in printable reports, in any file format you need.
To use this in your reports, go to the Rankings -> Website Rankings menu (you can choose one of the three reports where this is available) and select Multiple Dates Comparison option. You can select this from the drop-down placed next to the report type one.
Next to the Inputs (websites, keywords and search engines headers), there is one more button. Click on it and chose one of the existing multiple date templates or click on the New button, to define the one you need. For the last month, select Last 1 Month All Data options.
If you need this in printable reports, go to the Reports left menu, select one of the three reports where this is available and click on the Report Settings to expand the information for this section. You can select here the template you have created, from the "Date" drop-down list.
Let me know how it goes.