Create your own Calendar table.
We have the same situation here, where we have one five week month each quarter and once in awhile, have two five week months in a quarter to catch up. In any case, the basic time unit (besides day) is week. Months consist of 4 or 5 weeks, quarters contain 13 weeks with the exception noted above, so our fiscal months and years do not coincide with the calendar EOM and EOY.
In your case, the calendar table would either have a separate column for each company or would have the company name as part of the key (preferred).
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The reasonable man adapts himself to the world. The unreasonable one persists in trying to adapt the world to himself. Therefore all progress depends on the unreasonable man. - George Bernard Shaw