Since suffering a 1-0 defeat to Sevilla last month, Los Blancos have taken 13 points from five La Liga matches.
Speaking after last night's 5-0 win at Mallorca, Mourinho said: "I think we're doing really well, even though we lost in the last Champions League match [to Borussia Dortmund].
"Since the match in Seville we have been winning matches, but although we are still not playing as great as we did for virtually the whole of last season, it was enough to win comfortably.
"We scored the first chance to score and it made the match easier. Sometimes we need lots of chances to score. But this time we scored the first, and the second the same and things got easier".
Real are eight points behind rivals Barcelona in the La Liga table.