The Spanish giants scored early through Cristiano Ronaldo and then took control.
Karim Benzema and Gonzalo Higuain added further goals as Madrid continue their quest for a 10th Champions League.
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The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.
Five English clubs will compete in the last sixteen of the Champions League for the first time ever as Liverpool, Manchester United, Manchester City, Chelsea and Tottenham face some difficult away matches.