But Zinedine Zidane's men were unable to break that streak on Sunday, despite the best efforts of Gareth Bale, who scored both of the visitors' goals in his first league start since September following calf and hamstring problems.
"We're sad and we're f****** sunk", Marcelo said after the match.
"It's hard because the more matches you draw or lose, the more the pressure increases".
"It is one of the worst situations I've experienced here", added the 29-year-old who has been with the club for over a decade. They are in the fourth place with 31 points, 14 points behind the league leaders, Barcelona.
"We know we lose a lot because he (Sergio Ramos) is our leader our captain and we always want Sergio with us and with the team".
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Rashford's finishing let the hosts' approach play down, though, when the striker skied over the bar after being played through. The Czech Republic global was soon in the thick of it, getting off a shot in the box after being teed up by Andreas Weimann.
Whatever Barca's result, Real Madrid go into their game in Vigo knowing nothing other than a win is any good for their title ambitions, but Zinedine Zidane's side also need to improve their football as well as their results.
"He has shown everything he can do for us in three or four minutes".
"We played very well in the first 45 minutes but not in the second half and a game lasts 90 minutes".
"We're not going to talk about the league every weekend".
"We're trying to get out of this mess and we're working to do that, but we don't like this at all".