Cloud beats Diddy Kong. It's actually supposed to be one of Diddy's worst MUs. You have a giant sword [yay back air] and better air speed to air-to-air. If you can bother to learn to glide toss the banana [jump-cancel throw, technically], that hit confirms into finishing touch as well (not that useful, but it can happen and I've done it before).
Cloud also beats Luigi. Again, giant sword guy vs poor traction slow dude. Camp him out, zone him with the sword [nair/fair/bair should all work], if you ever force him to side+b offstage he should die for it. He should grab you very rarely and you have little reason to be offstage against Luigi if you aren't busy swatting his side+B away or trying to two-frame his up+b.
Pikachu beats Cloud 55-45 [slight edge] or it's even. Cloud can keep Pikachu out decently but Pikachu getting in is a force, and offstage Pikachu is seriously threatening.
I've played with one of the best Bayos and I think Cloud Bayo is about even [though I lose almost every time]. You have to respect witch twist, but once she's above us, juggle juggle juggle. Dthrow can lead stuff at low percents, but you should nearly always uthrow and try to dtilt, uthrow, or uair her landings to get her up there and keep her up there [or at least get center stage back] (alternatively, throw her offstage and charge limit if you want, but juggles are by far the most efficient way to raise her percent). If they like witch time to land, try to bait it and charge either usmash [if she's not at KO percents or at KO percents for usmash] or fsmash [a little trickier given how anti-airing with this move works, but at the ledge she'll die at like 70]. If she side+bs on the ground through our shield [not frequent but it happens], drop shield cross slash or ftilt her. If she does side+b close enough to land second kick, either immediate climhazzard OoS or wait for the kick and grab or Climhazzard it [we may be able to cross slash it, I'd have to check]. We're heavy enough that her stuff thankfully won't kill stupidly early if you DI carefully. If she's actually witch-timing your recovery, you're not b-reversing it enough - I'm pretty sure we can always 50-50 where she has to use it, unless she's using it like directly inside you, at which point you just need to climhazzard sooner [or if that's where she's doing it, why is she not just nairing??? She shouldn't be there to hit you with witch time XD].
Most Fox players I know strongly dislike fighting Cloud and seem to lose to him a lot. I personally can play both characters and do not usually like fighting either side of the MU. I'm open to various interpretations of it, but they seem to body each other offstage. Fox might have somewhat of an upper hand in neutral [I'm really not sure], but he's extremely fragile and his recovery seems extremely vulnerable to limit blade beam, especially if you do it offstage since you can also threaten limit side+b to finish him offstage at like 50%. I think it's even. Then again, when you win most MUs, even can feel tough.
ROB Cloud seems about even or slightly Cloud favor but I'm not sure. One of ROB's primary weaknesses is an inability to land, and Cloud has the best uair in the game [or one of them]. If Cloud catches the gyro, ROB has no tools to force Cloud to approach (powershield lasers on reaction), so you can charge limit and fend him off with cross-slash and climhazzard, or just use the fact that you're holding it to force him to approach, then throw it at him. The gyro seems pretty good at gimping and dthrow uair is definitely annoying, but I don't think those are enough to swing it ROB favor.
Cloud is supposed to beat Ness for the reasons I mentioned he beats Luigi. Ness isn't very fast, we have an easy pseudo-dash dance, and Ness is outranged by the buster sword. We can also two-frame Ness's up+b with dair pretty consistently [I have hit it numerous times in tournament] or just put limit break cross slash in the way and say good-bye to Ness. His Yo-yo edgeguards are very strong if we don't have the option to try to go high to clip him out of it though, so it kind of goes both ways.
I have not played vs Yoshi much, but a Yoshi Cloud main I know said Yoshi gets rekt by Cloud, hard (he said even though he likes the ditto, he just goes Cloud because it is so much easier), and from what I have played, I am convinced Cloud wins it. Cloud actually has better air speed than Yoshi with limit and significantly more range. If Yoshi is throwing eggs, charge limit and powershield them on reaction. We can use retreating aerials to keep aggressive Yoshi out and really try to zone with bair. If the double jump armor is like Melee/PM, it's directional, so dair is terrible at beating it, but uair will break it pretty early [or limit climhazzard].
I don't have much info on Cloud Falco, but they seem to body each other offstage, and Falco without his jump is almost always dead. If you DI away from Falco, he can't fair chain or whatever [happens if you DI in], so just don't let him get silly hit confirms he doesn't actually get for real. I don't think it's a bad MU for Cloud from having played it, but I don't think he necessarily dominates.
DK is annoying because Ding Dong is such a generous window, but if you understand how to gimp DK it becomes easier [you can space LB cross slash on his up+b to kill him around 90% offstage, or often earlier]. He's got range to rival Cloud's, but he's very easy to juggle, especially if you are confident in your ability to cover his landings by running underneath, powershielding the bair, and uthrowing again. DK is also very bad on the ledge - try to learn the timing to dtilt to cover neutral getup [or two-frame his ledge snap] so you can juggle him even longer. Keeping him above Cloud is definitely our best bet, and I'm fairly confident Cloud wins the MU.
Now, if you're curious what characters I think actually beat Cloud... Pikachu, as mentioned above, *probably* beats Cloud. I'm not sure how badly Greninja loses onstage, but offstage seems like it'd be terrible if we can't snap ledge with early up+b, so I'd have to look into that MU. Charizard may actually not be very friendly [I'd have to look more, but he lives forever, has amazing grabs, high movement speed, and rock smash actually lets him land sometimes... I played a rather solid 'zard and it wasn't particularly easy with Cloud], but I doubt we lose to him. I don't know how Cloud Mario is supposed to shake down - I've heard Cloud bodies Mario, Mario bodies Cloud, it's even... don't really know, but I do know that I don't mind fighting Mario as Cloud. Beyond those characters, Sheik is still a force, although her lack of kill confirms helps tremendously [and fair being less ranged is useful too], while Ryu may do some serious damage to Cloud [I'm not familiar with fighting Ryu, so I just don't know]. But there are less than 10 MUs I'd be willing to say Cloud loses without some serious argumentation for others, and most of those may actually be even or swing Cloud favor. Note that I'm excluding even MUs... from what I know, Cloud Sonic is rather even, and Cloud Falcon may also be even [not sure on that one to be honest, it may favor Falcon but I doubt it].
I think Bayonetta easily beat Cloud because she has great range than Cloud with her smashes (although laggy.) She can also kill off Cloud at mid percents with her Bullet Climax, but the thing that helps her the most against Cloud is that once Cloud is thrown off the edge at any percent she can use Witch Time because his recovery does grab the edge and she can fully charge a Down Smash.
