Goals from Cristiano Ronaldo, Gareth Bale, Karim Benzema, Angel Di Maria and Alvaro Morata ensured Real went level on points with Barcelona and Atletico Madrid at the summit of La Liga.
However, with their title rivals due to play on Sunday, the Brazil international said Real need to maintain their momentum if they are to challenge for the title.
"I think that we are the ones that make matches easy or difficult for ourselves," explained Marcelo, after making his 250th Real appearance on Saturday.
"We played before the others at the top and we know that we have to keep fighting, working hard and winning matches. We're doing well, but we know that we cannot relax.
"It is a dream come true (to reach 250 appearances) but we have to keep moving forward to win titles.
"Our aim is always to keep improving."
Leaders Barcelona travel to Levante while Diego Simeone's Atletico host Sevilla later on Sunday.
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