tmux (or screen) is indeed a nice solution, but it needs an extra package.
Use of nohup (as suggested by PankyPanki) is probably the best solution regarding portability in the *nix world. However, ubuntu 16 came with systemd, then you could use systemd-run to launch a command:
systemd-run --unit=my_backup --remain-after-exit mysqldump --single-transaction --add-drop-table -h <host> -u <user> -p <db_name> -r magento2_db-20201110.sql
You can then access status and outputs with regular systemd command:
journalctl -b -u my_backup
systemctl status my_backup
You can even easily limit resources your backup uses with extra systemd-run options, cf man 1 systemd-run.
Some explanations:
--remain-after-exitis needed to have my_backup.service lying around even after mysqldump finished in order to consult the service status and log (through journalctl)--unitallows to name as you whish to service launched by systemd-run- I used mysqldump option
-rto avoid stdout redirection.
Using systemd-run to launch any command permits closing remote ssh access without terminating the command.