it's a fair point that someone's required level of success to have their character taken seriously is inherently tied to the nature of that character.
Money Mayweather gets to never shut the **** up about how great he is because he has never been defeated in his sport so...like, what?
"The Notorious" Conor McGregot maintains his notoriety not because he is unbeaten or unbeatable, but because he's just the scrappiest loudmouth Irish bastard on the planet and blah blah blah.
as a result of its resilient nature, his gimmick is so widely accepted that he is given credibility to compete in an almost completely different sport on a world-class level, almost like a championship Indian cricket player signed to an MLB team's 40 man playoff roster as a designated hitter.
bottom line is if your whole thing is that you're a unassailable badass, you have to perform like one every step of the way to be perceived as successful.
Ronda Rousey.