If you use DuckDuckGo: Now, you have "Yahoo Ads" instead of Microsoft Ads, but these ads, they are in fact Microsoft Ads, except sold via Yahoo.
In front of these Yahoo Ads, DuckDuckGo actually adds its own click-through tracker.
Now you have DDG, Yahoo and Microsoft tracking you.
Bonus point if you click on an Amazon affiliate link, because in that case, the Amazon affiliate (DuckDuckGo) knows item-per-item what you purchased.