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Only the way I can think of is below.
Duplicate data source with union.
You can get rid hierarchy if you don't need,
Thank you Shini. This works like a charm.
I also figured out a way to do this by pivoting the measures on the dimensions. But the problem with this approach is the number of records increase across the primary key by the number of measures I want to control.
In my case I have 40 measures and 8 million records. The pivot gives 8 * 40 million records which is feasible to host on the server.