Body mass estimates for 1534 North American fossil mammal species show that new species are on average 9.1% larger than older species in the same genera. This within-lineage effect is not a sampling bias. It persists throughout the Cenozoic; accounting for the gradual overall increase in average mass (Cope's rule). The effect is stronger for larger mammals, being near zero for small mammals. This variation partially explains the unwavering lower size limit and the gradually expanding mid-sized gap, but not the sudden large increase in the upper size limit, at the Cretaceous-Tertiary boundary.