Physical exercise is performed for various reasons, including strengthening muscles and the cardiovascular system, honing athletic skills, weight loss or maintenance, and merely enjoyment. Frequent and regular physical exercise boosts the immune system and helps prevent the "diseases of affluence" such as heart disease, cardiovascular disease, Type 2 diabetes, and obesity. It may also help prevent depression, help to promote or maintain positive self-esteem, improve mental health generally, and can augment an individual's sex appeal or body image, which has been found to be linked with higher levels of self-esteem. Childhood obesity is a growing global concern, and physical exercise may help decrease some of the effects of childhood and adult obesity. Health care providers often call exercise the "miracle" or "wonder" drug—alluding to the wide variety of proven benefits that it can provide.

With use, muscles consume energy derived from both fat and glycogen. Due to the large size of leg muscles, walking, running, and cycling are the most effective means of exercise to reduce body fat.

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