That is an open question and up for debate. For starters, you will have your reasons not to create the dashboards in Mendix itself. Likely because the dataprocessing is too demanding. Maybe becase there are more datasources.
You end with two questions: how to gather the data? What is the best dashboard-platform. The first you have the options of OData, webservice or REST-service. Any of those will do to get the data elsewhere. The second: there are many BI tools. PowerBI is a popular one.