Have you ever lived in a third-world democracy? I have - I've got a house in one, and much of my family lives there. What you find when you live in such a place is not just capitalism, but capitalism unbound, with barely a fraction of the regulation and taxes and "big government" found in ANY of the first-world democracies.
If you really, truly want capitalism, then move to a third-world democracy - then you can see just how powerful the business elite become, how untouchable they become, how they can get away with doggone near anything...because they've got the money. You'd see that in such places, there's no such thing as a "level playing field", and it makes it damn difficult for people to really have truly successful businesses on their own. Oh, it's much easier to start a business there, absolutely! But you can't compete, not with the big boys. What's more, because there's NO effective minimum wage (note the italics - there is a minimum wage, but it's neither enforced nor enforceable), then the people must often rely on corruption and bribes in order to put food on the table.
THAT, sir, is capitalism unbound. Why do you think capitalism's working so well in China now?
Don't get me wrong - capitalism is great...but as in all else, only in moderation. Too little capitalism is bad...and so is too much, as I've seen with my own eyes.