How do I compare this month's sales with the month before in Analytics?

Go to Analytics → Dashboard and open the date picker at the top right (it starts on the last 30 days).

1. Choose a range: Today, Yesterday, Last (7, 30, 90 days, last month and more), Period to date (for example Month to date), Quarters, or Custom range.
2. Make sure Compare to previous period is ticked (it is on by default), then click Apply.

Each card, such as Total sales, Orders and Avg order value, then shows the percentage change. The comparison uses the same number of days just before your range, so for Month to date on the 15th it compares with the 15 days before.