He lost a fight as Rocky Mack, but it was as an amateur. He fought professionally right out of the Army.

Then went back and entered the Golden Gloves under the name Rocky Mack. He lost that, fought a few more times in the amateurs, lost a couple, and then fought pro again as Rocky Marciano.

But he did lose a couple fights in between the time he turned pro and the time he retired. They just weren't pro.