Detect North using MPU-9250 or MPU-9255

I've tried every MPU-9250 or MPU-9255 library I can find and I can't make sense of the mag data. I just want to make a simple compass like I've seen with the HMC5883l chips. I've see the magnetometer's advertised as a compass but none of the data seems to make sense. It all seems to be relative! Any help is greatly appreciated.

My board looks exactly like this one.

Could your magnetometer be near a magnet, motor, transformer, or large piece of iron/steel? That might swamp the Earth's magnetic field.