If the Excel Date Filter is not grouping by month, enable grouping dates in the AutoFilter menu, set dates in the proper format, etc.

Create a custom date format based on one of Excel's standard date templates. For example, set all months to display as two digits by adding another "M" to the month format code.

Type an apostrophe before entering or pasting two numbers separated by a hyphen in Microsoft Excel to keep the numbers from being converted to their month and date equivalent.

Microsoft Excel's Month and Weekday functions output numeric values for a given date. The Month function results in the month numbers, such as "3" for March or "12" for December.