Under section Clear Activity History, you can choose to clear the history for your account. To manage & clear all your history, click on the link that says Manage my Microsoft Account activity data.

click Web & App Activity, and right at the top there's a drop-down menu that lets you immediately turn off all of this ...

Click on Delete Activity By When you click on Today, a drop down menu will open. Click on All time if you wish to delete all of your activity. Click on Delete to delete all of your activity for today.