Hi Adilk,
Yes this is possible.
You can use rolling dates for both Current Month To Date as well as the Previous Month To Date (so click the checkbox when creating a date range segment).
For the Current Month To Date set the Start to Start of Current Month and End to End of Current Day (both with none for the increment).
For the Previous Month To Date set the Start to Start of Current Month with a minus increment set to minus 1 month and the End to End of Current Day with a minus increment set to minus 30 days (or 31 days).
The above will increment each day.
You have to use days for the End setting because if you use month it defaults the end date to the start of the previous month. The minus of 30 (or 31 days) might give slight anomalies for months where the days in the month do not match the number you are subtracting so just keep that in mind if your daily data is significant.