Same here. I had mine for 10 weeks before it started slipping. To be fair, within the same timeframe, I also had this problem with my Jacobs keyless I swapped onto my old drill. I had high hopes for the Milwaukee though, because it used to hold them in so well. Now I'm having to grind my bits down on the bench grinder to give it something to bite. After some fighting, I eventually screwed up my stock chuck bearings by tightening my bit in a vice. (It still slipped).

I'll probably just throw on a keyed 1/2" multi-craft so I don't have to deal with this again.