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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Who of Europe’s top strikers will move to England this summer?
After a dreadful start to their Bundesliga campaign, Borussia Dortmund appear to have weathered the storm after going five matches without defeat.