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Tragedy now days is simply taken to mean sad but the truth is that it has a much more complex meaning than that. Just as a true comedy should end in a marriage, so a true tragedy should end in a death.
A tragedy is the depiction of human suffering through which we (the audience) is meant to reach Catharsis (cleansing). At the end of Macbeth, the tyrannical king is dead and a good and righteous king is restored to the throne, Scotland and the viewer is cleansed because good has triumphed over evil.
Macbeth is tragic because of its attendant peripetia, the titular characters reversal of fortune. Macbeth was a respected general, he had a title and respect from his peers and the king and yet through his actions he loses the respect and love of those around him and he is brought low in the esteem of others as he strives to be considered more important.
There is also tragedy to be found in the fact that the play is a play of decline, we see Macbeth as a noble warrior at the start, the kings loyal subject, and a friend of Banquo, however, by the end his moral decline is complete and after killing his friend, his king and guest, and attempting to kill a child, and ordering the death of others, there is no lower that he can sink.
Macbeth himself fits into the heroic mould, and yet he is fatally flawed. This flaw or hamartia, is over come or destroys the hero, in the case of Macbeth it is his hubris, his pride and self-assertion.
Greek Tragedies also contained choral sections, which would be sung/performed by groups, which Macbeth has in the witches, and their choral sections of spell casting, which they say together.
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