with문으로 데이터를 만들어서 비교한 쿼리입니다. 비교할 날짜리스트만 있으면 어떻게든 될것같네요.

WITH RECURSIVE t as (

   SELECT '2017-01-01' as dt

   UNION ALL

   SELECT DATE_ADD(t.dt, INTERVAL 1 MONTH) FROM t WHERE DATE_ADD(t.dt, INTERVAL 1 MONTH) <=   '2018-12-01'

)

SELECT date_format( a.dt , '%Y-%m' ) dt1, 

       date_format( b.dt , '%Y-%m' ) dt2,

       case when date_format( a.dt , '%Y-%m' ) = date_format( b.dt , '%Y-%m' ) then 'O'

            else 'X' end diff

FROM t a LEFT OUTER JOIN test b ON date_format( a.dt , '%Y-%m' ) = date_format( b.dt , '%Y-%m' )

ORDER BY a.dt