Why is Duncan so happy with Macbeth and so unhappy with Macdonwald?

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To answer this question, take a look at what the Captain tells King Duncan in Act I, Scene II. According to his testimony, Macdonwald (described as "merciless") is a rebel who fought against the king. Supported by the treacherous Thane of Cawdor and the King of Norway, Macdonwald used soldiers from Ireland and the Scottish Hebrides to try and overthrow Duncan. This explains why Duncan is so unhappy with him.

In contrast, Duncan is happy with the Macbeth because, in the Captain's testimony, Macbeth is described as being a hero on the battlefield. Specifically, Macbeth single-handedly killed Macdonwald in battle by cutting him from the "nave to th' chops" (from his stomach to his neck) and then displayed his head on the walls of the castle.

This information prompts Duncan to call Macbeth a "valiant cousin" and a "worthy gentleman." Thus, he is extremely pleased with Macbeth and praises his loyalty and courage. 

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In Act I, Scene 2, Duncan learns from his son Malcolm and a wounded sergeant that Macbeth has performed loyally and courageously in battle. In hand-to-hand combat, Macbeth fought his way to Macdonwald, leader of rebel forces, and slashed him to death. Just after this battle, the King of Norway sent fresh troops against them, but Macbeth (and Banquo) fought valiantly through another battle and prevailed. As King of Scotland, Duncan is deeply displeased that some of his own thanes (including Macdonwald) joined a rebellion. His satisfaction over the death of the traitorous Macdonwald is tempered by the news that Ross delivers: the Thane of Cawdor, too, has turned against Scotland and allied himself with the King of Norway. Duncan orders the Thane of Cawdor's execution and gives that title to Macbeth.

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