Gonzalo Higuain netted the first and the fourth, with Cristiano Ronaldo, Luka Modric and Karim Benzema all on target.
The victory keeps Madrid in second place and clear of rivals Atletico, who they will meet in the Copa del Rey.
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.