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I don't know much about Mithraism, but I do know that Christianity can be proven beyond a reasonable doubt. Below are basic "facts" that show this. I am sure the same can't be said for Mithraism or any other religion. Hope it helps!

1 – Proving the Existence of God
A. Humans Know Right from Wrong
1. If there was a power outside of the universe, the only way that we could expect it to show itself would be inside ourselves as an influence trying to get us to behave a certain way
2. This is an inherent moral law that directs our instincts
3. The difference between the moral law in different cultures and different times is minimal, so you can recognize the same moral law directing all of them
4. If humans evolved out of single-cell organisms, then they would not have this inherent moral law, which is the case with all other animals
5. Therefore, there must be somebody or something that gave them this sense of right and wrong
B. Uncaused Cause
1. Existence and non-existence cannot both be present
2. Existence is present, therefore non-existence, or nothingness, is not present
3. It is impossible for something to arise from nothing, therefore existence has always been present
4. In existence, there is always a cause for something to occur
5. Since existence has always been present, and causes are required in existence, we can conclude that something must have always been present (uncaused)
6. Based on prevailing scientific opinion, the universe began to exist (i.e. Big Bang Theory)
7. Since the universe began to exist, something that has always been present must have caused it to exist (created it)
i. The creator of the universe must be greater than the universe itself
ii. Based on the design of created things, the creator must have been intelligent (more intelligent than humans, which are the most intelligent creatures on earth)
iii. Based on the diversity of creation, the creator must have been creative
iv. The creator must be eternal, since existence has always been present
v. These are all characteristics of the Christian God

No one has ever proved the existence of "gravity". It is only a theory. Surely you know that fact?

There are some basic experiments which show the "force" called "gravity", neutralized; some done by Boyd Bushman, a retired Senior Research Scientist who formerly worked for Lockheed Martin. He is not a believer in Jesus Christ, and IMHO he is therefore in danger of worshipping the "force" -in absense of God, but which force is itself just a servant of YHWH the Creator.
Nevertheless, his experiments are reproducible by anyone who takes the time and money to do their own -or watch and listen to his. Of course there are the armchair skeptics who scoff at everything they have not been part of, as if all knowledge begins and ends with what they experience, and they truly believe that there is nothing in existence if they do not know it.
-but if you watch and listen to Boyd Bushman then please do not come back and try to mock and scorn. I just direct you to someone who has proven what is called gravity is not what it is thought to be. But if you thnk that you can prove gravity truly exists, then go ahead -but no one has; and evidence is against it, even in the ancient writings of the pre-Hindus, who wrote of building space ships and traveling in them without any effects of what is today called "gravity", and how they did it and how they piloted them and so on and so forth. You can find links to all these ancient texts @ http://www.s8int.com/
Enoch said all these secrets were taught Adamkind by the fallen sons of God, who took daughters of Adam as wives. The "secrets" were all used to promote rebellion against God, and for only evil purposes. The ancient pre-Hindu peoples who wrote of these things spoke of the civilizations destroyed by all the weapons the "gods" taught the use of, to the sons of men, [and the destruction of whole civilizations in those wars resulted in the survivors inventing and preaching the pre-Buddhism religion]. Those weapons included atomic bombs, laser light beams, a force for destruction that is indescribable, and all the un-conventional weapons of warfare which now re-invented and those which are only on drawing boards still, today.