It's the small and continuous decisions that happen all game long that give the real advantage. Small stuff like 50/50 shoulder challenges always going in Madrids favor, or when their players fall over at the first feeling of contact when they are challenged for the ball in precarious positions, and actually get the FK for it... This is the problem, and it was happening all the time in this match.
Edit: Penaldo got his tap-in, what an impotent and half-assed display from the Malaga defender to just let Javier pass him like that at the end of the match...