Well, this is a good question. It depends case by case so let’s take a closer look.
1) If your main website is already strong enough with a good index in the main search engines, in this case, it is a good idea to take advantage of it to help your new blog to grow faster.
2) If your website and your blog talk about different topics, in this case, it is better if they are separated.
3) If you are creating the website and your blog at the same time, it means that the index in the main search engines is not that good or null, in this case, having a blog and writing articles on it can help your website to grow quickly.
In any case, what makes a good positioning for user retention is the quality of the content that you write on your Site or Blog whether they are separate or not.
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