correlation matrix / plot

Power BI Desktop has a built-in correlation quick measure. It's not perfect but it can give you an idea how to calculate that yourself.  And recently LINEST(X) has been added as a function that also returns the r value.

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Hi ModelFear 

In addition to the methods you mentioned, there is an option to generate the chart with Deneb

You can see her the example :

https://community.fabric.microsoft.com/t5/Data-Stories-Gallery/SVG-Correlation-Plot-with-Native-Visuals-Only/m-p/3128058

I don't think that there are easier options than Patrick's method.

If you need it for multiple measures you can just use field parameters with this.
Here is a link for more information about field parameters :

https://www.youtube.com/watch?v=-nqEv2YXLsU

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