mailgun/documentation — pull request #52 by dideler (2014-04-01 17:03:48+00:00)
Title: Clarify that using a subdomain will affect your domain rep

Say your primary domain is example.com. Using mail.example.com as the (sub)domain to send mail from will still affect your primary domain reputation, as it's the same domain.

I was unsure about this but Nick Schafer from Mailgun support cleared it up, so all credit goes to him!