Michael Phelps has nothing to prove to anyone, but neither did Michael Jordan, Kelly Slater, or Gordie Howe. Still, these legends all got up off their laurels, un-retired, and tried to compete at a high level. Some succeeded. Others, not so much.
Why he hung it up: Which time? Clemens "retired" in 2003, 2004, 2005, and 2007.
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Why he returned: A combination of competitive juices and money. In 2005, he won the Cy Young Award. In 2007, he made about $1 million per start.
His success: Most of his comebacks were seriously successful, although his attempted 2012 comeback at 50 years old in the Independent League ended in failure.