Two relationship between tables, issue when filtering

Dear PowerBI Community,

I am facing an issue when trying to build more than one relationship between several columns (I know that PowerBi allows to build only one, but I'm trying for a workaround). Basically, I have several tables (for instance one for value of Equity, one for Cash, one for Debt etc) that have two columns in common: CLIENT and DATE (every month-end of the year). My aim is to build one big matrix that can show for every client the different amount of equity, cash etc for a chosen date.

I have created a relationship between the column CLIENT in each tables. My issues is that I would like to filter the date (for instance choosing only the last month). When I filter for the Date, it works unfortunately only for the values from the Table where I choose the Date category, and not for the other values from the other tables. Consequently, I would like to create a relationship between dates, in order that when I filter for the Date from a table, it selects the same Date also for the values of all the other tables.

Any idea? I know that I could append/join the tables in just one big table in PowerQuery (also cause all the different tables have the same structure in terms of columns), but I would like to avoid that and keeps the single tables separated.

Thank you.