This image shows the Earth and Mars

An Overview of the History of Mars

The terrestrial planets formed by accretion of rocky material and volatiles out of the primitive solar nebula. As they finished forming, about 4 Billion Years ago, the surface continued to be bombarded by the remanent of planetary material available nearby. This period is called the Period of Late, Heavy Bombardment. During this time, there was probably abundant water on the surface of Mars, and under ground. There was probably volcanic activity as well as plate tectonics. From the Period of Late, Heavy Bombardment forward, this is probably what happened to Mars:

The changes in climate probably persist to the present day, but the rest of the history of Mars was finished 3.5 Billion Years ago.

The reasons these things happened to Mars, and not to the Earth or Venus has to do with the small size of Mars, and the fact that Mars is farther from the sun that either the Earth or Venus. Some scientists call this the "Goldilocks" phenomenon.

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