After a stuttering start to the season, the capital outfit are now unbeaten since the end of October and sit third in La Liga, just three points off the top of the table.
"We are playing well at the moment and our aim is to win every match and continue to show Real Madrid in a favourable light," Marcelo told UEFA's official website.
"Over the past five or six matches we have really improved. We are much better now. Of course, there are always things we can improve, but we are much better now than we were just a few matches ago."
The draw for the knockout round of the Champions League will take place on Monday.