According to Mary Beard
Cicero’s contemporary Gnaeus Pompeius has been eclipsed in the modern imagination by his rival Julius Caesar, but as a young man he had achieved even more decisive victories over even more glamorous enemies than Caesar ever did. After conquests in Africa in the 80s BC, he returned to Rome to be hailed “Magnus” (or “Pompey the Great,” as he is still known), in direct imitation of Alexander. And as if to drive the point home, in his most famous surviving portrait statue (now in the Ny Carlsberg Glyptotek in Copenhagen), Pompeius is shown aping Alexander’s distinctive hairstyle, with a rising “quiff” (or anastole as the Greeks called it) brushed back from the center of his forehead.
Julius Caesar was not to be entirely outdone. When he visited Alexandria, where Alexander’s body had finally ended up (hijacked in its hearse on the way back from Babylon to Macedon and claimed for Egypt by one of Alexander’s “successors”), he made sure to make a pilgrimage to the tomb: one demented despot paying homage to another, as the Roman poet Lucan derided the stunt.
Roman writers did not merely debate the character of Alexander, they did not merely take him as model, they more or less invented the “Alexander” that we now know — as Diana Spencer came close to arguing in her excellent book The Roman Alexander (2002). In fact, the first attested use of the title “Alexander the Great” is in a Roman comedy by Plautus, in the early second century BC, about 150 years after Alexander’s death. I very much doubt that Plautus himself dreamed up the term, but it may well have been a Roman coinage; there is certainly nothing whatever to suggest that Alexander’s contemporaries or immediate successors in Greece ever called him “Alexander ho Megas.” In a sense, “Alexander the Great” is as much a Roman creation as “Pompey the Great” was.