Hi Sverre. I encountered the same issue. To my knowledge, this isn't possible. Jenkins don't know how to handle rebases. I can understand why they don't. This would require some work to detect those and handle all the edge-cases.
For now, It just displays "no changes". A workaround I found, but that I didn't found acceptable myself is to set the compareTarget property on the GitSCM checkout step.
It will display the changes between your branch and master for each builds. This way, the algorithm succeed to display the changes, even after rebases.
You will have to specify it like this (extensions line):
checkout([
$class: 'GitSCM',
branches: [[name: '**']],
doGenerateSubmoduleConfigurations: false,
extensions: [[$class: 'ChangelogToBranch', options: [compareRemote: 'origin', compareTarget: 'master']]],
submoduleCfg: [],
userRemoteConfigs: [[url: 'https://github.com/jenkinsci/jenkins']]
])
Hope it helps.