Wiktionary
interj. (context colloquial idiomatic English) My fault; mea culpa.
Wikipedia
"My Bad" is the premiere of the fifth season of the Showtime series Dexter and the show's forty-ninth episode overall. It was written by Chip Johannessen, the show's former executive producer and showrunner, and directed by Steve Shill. It originally aired on September 26, 2010. It brings the final resolution to the Trinity Killer plot that was present in season four and also features the last performance by Julie Benz as Rita.
Usage examples of "my bad".
I am nine-and-thirty and except for my bad leg, as fit as an eighteen-year-old.
But my bad leg is aching like a holy son of a bitch and I want to sit down and rest and that's that.
It was just my bad luck that I was the one who found out about him.