Allahu Mahdina is the beginning of a known Dua called Qunoot. Qunoot is defined as supplication, submission, obedience, worship and prayer.
Qunoot is in the witr and it is performed in the last rak’ah before or after bowing. However, according to some scholars, it can be done at anytime, the Prophet was recorded in many authentic hadith narrations as reciting the Qunut in both fajr, maghrib and in isha.
Read more about Hadith Qunoot.
Allahu Mahdina In Arabic
اللَّهُمَّ اهْدِنِي فِيمَنْ هَدَيْتَ وَعَافِنِي فِيمَنْ عَافَيْتَ وَتَوَلَّنِي فِيمَنْ تَوَلَّيْتَ وَبَارِكْ لِي فِيمَا أَعْطَيْتَ وَقِنِي شَرَّ مَا قَضَيْتَ إِنَّكَ تَقْضِي وَلاَ يُقْضَى عَلَيْكَ وَإِنَّهُ لاَ يَذِلُّ مَنْ وَالَيْتَ وَلاَ يَعِزُّ مَنْ عَادَيْتَ تَبَارَكْتَ رَبَّنَا وَتَعَالَيْتَ
Allahumma ihdini feeman hadayt, wa a’fini fiman afait, wa tawallani fiman tawallait, wa barik Li fima atait, wa qini sharra ma qadait, fa Innaka taqdi wa la yuqda Alaik, wa innahu la yadhillu man walait, tabarakta Rabbana wa ta’alait.
Allahu Mahdina In English
Allahu Mahdina means O Allah guide me among those You have guided, pardon me among those You have pardoned, befriend me among those You have befriended, bless me in what You have granted, and save me from the evil that You decreed. Indeed You decree, and none can pass decree, and none can pass decree upon You, indeed he is not humiliated whom You have befriended, blessed are You our Lord and Exalted.
May Allah grant us success.