Thanks @EnterpriseDNA for the following up. I’d already found these post in my initial search, they all come close to what I want/expect, but not fully.
This post is very similar to what I am trying to achieve. The issue here is that it is using the same method of using an inactive relationship which is undesired. The performance of the sample solution created is a bit slow. Also, the level of granularity is different. In my model it is on the individual transaction, an invoice is paid when the amount outstanding is 0, thus not having a payment date. As used in this example.
Again, very similar to what I am trying to achieve. But here the buckets are not dynamically grouped, for each bucket there is a separate measure, which, as mentioned in this topic, is very slow.
This one comes close, but is almost the same as the example created by the EnterpriseDNA showcase.
As I mentioned in my opening post, I managed to get the dynamically grouping working. The question is did some one manage to get the dynamically grouping working based on a large dataset with performance in mind? In my reports everything is loading fast, except the dynamically grouping.