Raul Albiol, Cristiano Ronaldo, Mesut Ozil, Karim Benzema, Luka Modric and Angel di Maria all scored for Madrid.
Malaga finished the game with only nine men as Madrid ran rampant, with Ronaldo netting his 200th goal for the club.
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Liverpool have unveiled their new home kit for next season, sticking with the hugely popular retro styling of the current shirt.
The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.