How to update column headers based on month selection in a table in power bi

I have a 'Month' selection 'slicer' and Table data based on selection. I'm using measure columns like 'Last Month Margin', 'Margin 2 Mth's before' etc.,

I would like to dynamically change these column headers based on selection like if I choose, instead of ' Last Month Margin', I want to display "December Margin' etc.,

Kindly help with ideas!, 

Thanks in Advnce!

Regards,

VKB