Why was Shawn Michaels called Mr. Wrestlemania ?

I know Shawn always put on like the best match of night at Wrestlemanias, but It seemed like he lost alot of matches at Wrestlemania. At Wrestlemania's Shawn lost to Razor Ramon, Diesel, Stone Cold, Triple H and Chris Benoit at WM 20, Kurt Angle, John Cena, and The Undertaker 2 times in a row at WM 25, and 26. So shouldn't The Undertaker be called Mr. Wrestlemania instead of Shawn Michaels ?