I found A broken egg out of nowhere in my backyard what do I do?

I was in my backyard and I went to go get my dogs some water near their big bowl I saw a white egg with brown spots and it was broken. Inside you could see a dead baby bird it looked like the end of the egg was smashed. The egg was under my roof a bit, but when I checked for a nest there was not a thing. I just want to know what happened to the poor thing someone plzzz help me.
- Rayanh G