Depending on what version of MalwareBytes is installed and used
It does have anti-virus protection plus a VPN
https://www.malwarebytes.com/mac?x-clickref=1011lBS23TNb&gad_source=1
Mac app security enhancements are sufficient to protect computers from malware.
Adware and Malware can affect computers and are often downloaded from “shady” websites or developers who inject them into downloads.
Source: User tip from @Kurt Lang
What is malware? - Apple Community
Windows-like viruses that self-replicate and affect macOS don’t exist because of the underlying UNIX Foundation and permission limitations.
The macOS operating system resides in a sealed and read-only volume that can’t be opened by users or third-party applications.
Commercial VPNs
They may not be what one believes they are doing for the computer and what they actually are doing behind the scenes and unbeknownst to the user ( you )
They may also reduce your Internet Speeds by upwards of 30%
https://gist.github.com/joepie91/5a9909939e6ce7d09e29
VPN: What you need to know - Apple Community