You’re not far from it… if you want to avoid having a subject, you can simply use "il vaut mille fois mieux" or "c’est toujours mieux," for example:

Il vaut mille fois mieux ne pas se faire larguer que se faire larguer.

C’est toujours mieux de ne pas se faire larguer que de se faire larguer.

But what you have works too.

In any case a literal translation of "any day" would not be understood with the meaning of the English idiom, so best to stay away from that.