The guy in this article went to an unnecessary amount of trouble to find this stuff out, because the Privacy Policy you agree to when first activating the phone tells you exactly what info they collect...
What's more, the fact they do this is written in black and white at the top of the Privacy Policy easily accessible from the settings:
1.1 What information is collected by us
In order to provide our services to you, we will ask you to provide personal information that is necessary to provide those services to you. We will only collect the information that is necessary for its specified, concrete, explicit and legitimate purposes and not further processed in a manner that is incompatible with those purposes. You have the right to choose whether or not to provide the information we have requested, but in most cases, if you do not provide your personal information, we may not be able to provide you with our products or services or respond to your queries.
Depending on the service you choose, we may collect the following types of information:
1.1.1 Information you provide to us
We may collect any personal information you provide to us, which is necessary for the service you choose. For example, you may provide your name, mobile phone number, email address, delivery address, order, invoicing details, bank account number, account holder name, credit card number, and other information if you use mi.com retailing services; you may sync materials or data if you use Xiaomi Cloud services; you may provide gender, your security-related information and other information if you create an account; you may provide current job title, education background and any other information related to your social activities freely if you participate in the MIUI Forum or other Xiaomi platform.
1.1.2 Information that we collect in your use of services
• Device or SIM-related information. For example, IMEI number, GAID number, IMSI number, MAC address, serial number, MIUI version and type, ROM version, Android version, Android ID, Space ID, SIM card operator and its location area, screen display information, device keypad information, device manufacturer details and model name, device activation time, network operator, connection type, basic hardware information, and usage information (such as CPU, storage, battery usage, screen resolution and device temperature, camera lens model).
• Information specific to you that may be assigned by third party service providers and business partners: We may collect and use the information such as your advertising ID assigned by third party service providers and business partners.
• Information related to your application usage, including application basic information, such as application list, application ID information, SDK version, system update settings, application settings (region, language, time zone, font) and application status record (e.g. downloading, installing, updating, deleting).
• Information generated when you use a service, such as your badges, ratings, sign-in information and browsing records in the MIUI Forum service; your messages on the MIUI Forum (only visible to both sending and receiving parties); the push content generated when you use Mi push services; your behaviour (such as clicking, browsing, etc.) for advertising services.
• Location information (only for specific services/functionalities): various types of information on your accurate or approximate location if you use location-related services (navigation software, weather software, and the software with device-locating functionality). For example, region, country code, city code, mobile network code, mobile country code, cell identity, longitude and latitude information, time zone settings, language settings. You can restrict access to location information of each application at any time within the phone settings (Settings - Permissions).
I imagine this is the same for nearly every smartphone.