BiBlend fetches data from datasources in the same way an Import step would do. What you're seeing is not a blend problem as much as a generic DataSource / Transformation issue: none of the valid records generated by the datasource, after transformation, actually points to Scenario Actual and Time 2011M1.
You might get some information by looking at the log (clicking on the gear-in-document icon on the Blend toolbar, and selecting to open the file with Notepad - not Excel!).
Generally, I'd suggest to test datasources with a simple Import step in a separate Scenario, since you get to see what the records end up looking like. Then wire the Datasource to Blend steps once you're sure they will generate "good" records.
