In the background
RTProtectionDaemonMalwarebytes
○ Leave it
Malware protection from Malwarebytes.
What it is
Watches for malware in real time, if you have the paid version.
If you close it
Real-time protection stops until it restarts. Turn it off in Malwarebytes instead.
The verdict
○ Leave it. Part of macOS, or something that starts again by itself. You never need to close these.
In Activity Monitor
RTProtectionDaemonMalwarebytes
From Procession’s guide, in the words the app shows.