The origins of Grogu (the alien formerly known as Baby Yoda) on The Mandalorian have mostly been shrouded in mystery, and even though season two has revealed a little bit more about who he is and where he came from, we still don't really know that much. One theory that keeps going around is that Grogu is actually a clone of Yoda, but that's pretty clearly not the case.
Part of the theory comes from the fact that, simply put, we've never actually seen other members of Yoda's species other than Yoda and Grogu (and, briefly, Yaddle, a Jedi Master seen on the Jedi Council in the prequels). Without any name to call him, not even a species name, the nickname "Baby Yoda" stuck but also probably has contributed to the confusion. No one has outright addressed Grogu's family history, but just because he's the same species as Yoda doesn't mean they're related.
The clone theory has been a kind of offshoot of the "Grogu is related to Yoda" theory. For the most part, however, we've really only seen clone technology employed when it comes to humans and human "templates," such as the Clone army. Boba Fett is an example of a clone who became a character in their own right; his "father," Jango Fett, was the template for the clones used in the Clone Wars, but he was allowed to keep one who would age normally and who he could raise as his son. The idea of clones, obviously, is not new to the Star Wars universe, but we haven't really seen any evidence that Grogu is a clone.
More importantly, cloning a Force-sensitive being has been established as nearly impossible to do. The only remotely successful attempt is shown in the sequel trilogy, which takes place quite a few years after The Mandalorian and several decades after Grogu's birth. Following his death at the hands of Darth Vader, Emperor Palpatine projects his spirit into a rough clone body to preserve his life force, but the body is weak and unstable. His Sith cultists continue attempting to clone him to make an appropriate vessel but instead turn out a series of genetic abominations. Only one actually turns out to be a stable being (although not an exact genetic duplicate of Palpatine) but has one major flaw for Palpatine's purposes: he's not Force-sensitive. That man, cast aside for being useless, grows up to become Rey's father; although he has no Force connection, she does and becomes a Jedi.
This rule would pretty much exclude any possibility of Grogu being cloned from Yoda. Time frame aside, it's already been shown that cloning technology is difficult at best, that it doesn't tend to work when it comes to Force users, and that even on the one occasion it did, the resulting clone was not Force-sensitive, which Grogu is. Hopefully we'll get to learn more about where Grogu really came from, especially now that Yoda's own student, Luke Skywalker, has become his teacher!