From what I read, XR is the general category of all these things playing with our reality. Included in XR are the VR, AR, and MR. VR provides a complete fantasy world, while AR adds something unreal to a real physical item. MR seems to be a mix of both, emphasizing the interaction of fantasy and real-world elements.
I hope this helps. People keep on coming up with new terms to show how fast the industry grows, but it ends up being more confusing than helping.
What Blacklord said summed up what those terms mean.
I will try to make it easier to explain. Virtual Reality (VR) is made with graphics and animations. Augmented Reality (AR) is like placing animation in the real world. Pokemon Go is an example of AR. Mixed Reality (MR) joining VR and AR to create a different reality. Extended Reality (XR) is a general term for all those different realities.