Mailchimp DMARC, SPF, and DKIM Setup

To authenticate a domain go to:
Profile -> Account & Billing -> Domains -> Authenticate
Mailchimp will show the two DKIM records for your sending domain. Copy the two CNAME records from Mailchimp into your DNS provider.

Setup SPF

Mailchimp does not require an SPF record on your root domain for this setup. Mailchimp handles SPF with its own Return-Path domain, so you do not need to add include:servers.mcsv.net or create a new SPF record for Mailchimp.

Setup DKIM

Mailchimp uses two DKIM CNAME records. The records in your account will use the k2 and k3 selectors and look similar to this:
Record Type
CNAME
Host/Name
k2._domainkey.yourdomain.com
Value
dkim2.mcsv.net
TTL
3600 seconds (1 hour)
Record Type
CNAME
Host/Name
k3._domainkey.yourdomain.com
Value
dkim3.mcsv.net
TTL
3600 seconds (1 hour)

Verification

After adding these DNS records, go back to Mailchimp and click Authenticate Domain or Start Authentication. Note that it can take up to 24 hours for DNS changes to propagate globally.
Once setup, you can verify your records are configured correctly using our domain check tool:
Verify DNS records

Setup DMARC

Lastly we can setup DMARC. Ensure you don't already have an existing DMARC record..
With basic monitoring, you will receive XML reports to the email address specified which will tell you how email is passing/failing authentication. These are very useful for debugging when email isn't being delivered.
Record Type
TXT
Host/Name
_dmarc.yourdomain.com
Value

v=DMARC1; p=none; rua=mailto:you@yourdomain.com

TTL
3600 seconds (1 hour)

Reference