Yes, you can. You have to add an association for this from the entity the data is saved in to the user entity (or enable the ‘Store owner’ option in the properties of the entity). You can then create an entity access rule in the properties of the entity the data is saved in, in such a way that a user can always only see the data that is associated to itself.
You have to use an XPath constraint for this, see https://docs.mendix.com/howto/logic-business-rules/define-access-rules-using-xpath for more information.