Wrong voltages with DAC MCP4725 driven by Mega250

Wiring diagram needed !

Maybe your 0v isn’t at the chip or you have a volt drop along a ground connection ?
Using the output of a couple of analog pins as a power supply, as per the sketch, is not great IMO as 0v /5v could be noisy or not even 0v . ( USB 5v will be noisy)

What is the voltage at the sparkfun board between 0v and supply pins ? And when you measure output measure between the sparkfun board Ov and the output , not at the Arduino or supply

Data sheet also shows offset values for the output (0.75% of full scale ) and other non linearity specs