For a competitive person, a loss feels much worse proportionally to how good a win would feel. A win is just slightly decent and a loss is extremely disappointing.
This is the mindset that will enable you to improve at extreme speeds. The worse the feeling of losing, the more you'll be able to engage your subconscious mind to prevent a loss no matter the cost.
If your mentality is weak, there's definitely a major risk for issues such as burnout.
This method is not for everyone.