I don't think this is possible on a dashboard where you select an object to populate the metric charts. Unfortunately when you select a new object it resets the charts. If the metric chart widget is configured as a self-provider you can add multiple objects to it, but then you can only change the objects/metrics by editing the dashboard. If it is a self-provider you lose the flexibility of being able to select different objects on the dashboard.
Another place you can do this is under the Environment view, navigate to an object in the left hand tree and then go to the Troubleshooting tab, All Metrics. Double click metrics here to add their chart to the right hand pane, then navigate to another object in the tree and you can add metrics for it as well. By default each metric is in a separate chart. Click the toolbar button above the charts on the top left titled "Split Charts" to deselect it and combine them all into one chart.
