Born of the Cosmic Egg into a life of hardship, he was originally MITHRA, a Persian God of Hard Knocks. He was introduced to Rome by masochistic soldiers.
Initiates into his mystery cult have to survive being stripped, bound, blindfolded and subjected to violence before being branded. Being a bit of a bully boy, he also likes bulls to be sacrificed.
Lucky old MITHRAS must be thriving as this kind of thing seems to be on the increase.