Genetically, nothing really significant. All of our domestic breeds, except for the muscovies, come from mallard stock originally. In fact, there are some breeders who have wild-type mallards that they maintain in captivity. I believe you have to show documentation that you didn't just grab these birds from the wild and that they were captive bred, but I'm not 100 percent certain.
The biggest difference would be if you got your mallard from domestic stock, he's probably got genes that code for color somewhere back in his lines, or that his genes that regulate growth or weight-gain are a little skewed. Otherwise, you have yourself a good lookin' bird, in my opinion!