When you visit a site, a variety of scripts are downloaded and run. Some from the website you visit, some from their CDN, and some from a variety of third parti

When you visit a site, a variety of scripts are downloaded and run. Some from the website you visit, some from their CDN, and some from a variety of third parties that may track what you're doing and/or provide some other functionality. Google and Facebook are the major parties involved in this from my experience, but there are quite a few different ones including Microsoft. This is what I've gathered from running uMatrix for years.