Convert Comma separated dax measure into a list

Hi sivarajan21 

It appears that your sample data, measure and expected results don't match.

Check that both 'Calendar'[Date] and 'Data'[Date] have a datatype of date (not datetime).

This example would show all dates in 'Calendar'[Date] that are missing a match with 'Data'[Date]  --- including all dates in the date table that are before the first 'Data'[Date] and dates after the last 'Data'[Date].

Missing Dates Table 1 = 
FILTER(
    'Calendar',
    NOT ( 'Calendar'[Date] IN VALUES( Data[Date] )
    )
)

If you don't want to see those additional dates, maybe try this.

Missing Dates Table 2 = 
VAR _StartDt = MINX( ALL( Data[Date] ), Data[Date] ) - 1
VAR _EndDt = MAXX( ALL( Data[Date] ), Data[Date] ) + 1
VAR _Result =
    FILTER(
        'Calendar',
        NOT ( 'Calendar'[Date] IN VALUES( Data[Date] ) )
            && 'Calendar'[Date] >= _StartDt
            && 'Calendar'[Date] <= _EndDt
    )
RETURN
    _Result

You might need to adjust the _StartDt and _EndDt variables as shown or simply just use the MINX and MAXX values. 

In your example without adjusting the variables, the result would be dates from 4/3/2022 to /4/6/2022.

With adjustments made to variab les, the result would be 3/31/2022, 4/3/2022, 4/4/2022, 4/5/2022, 4/6/2022, and 4/12/2022.  

Note that with the adjustments made, there could be a problem for the 1st day or last day of your calendar.

I hope this makes sense.