Sorry, no, it does not sound natural, even though it looks like a grammatically correct sentence. First off, we do not know what the mystery is. By using the definite article (the), you indicate that the reader knows what mystery you are referring to; but we actually do not know it here in Weblio Shitsumonbako. What is the mystery?
Secondly, “splendid” is a vague adjective, and it obscures your expression. Sure, we can say, “Life is splendid,” but what does that mean? Every one of us has millions of different events in life, some of which are sorrowful, annoying, or painful. Depending on what you mean by “splendid life,” you might want to find another adjective that clarifies your meaning.