I like Ublock Origin. It's open source, it blocks everything, the author is OCD about privacy, and he doesn't even accept donations because he doesn't want to be influenced.
Much as I like Malwarebytes, they and all these other security companies have a vested interested in harvesting information from us, and there is no better way than sticking an extension in your browser that knows every website you visit.
Their own privacy states they collect data. I don't see anything too concerning on that oage, but why use an extension that sends anything at all? https://www.malwarebytes.com/privacy/