It's arguably the toughest club in the world to manage -- how else to explain Zinedine Zidane's decision to quit as Real Madrid coach just days after guiding the team to a third successive Champions League title?
"This team must keep winning and it needs a change after three years, another voice, another method of working," said Zidane as he announced he is to step down on Thursday.
Saturday's 3-1 win over Liverpool in the Champions League final ensured Zidane and Real ended the season on a high, but the 2017/2018 La Liga campaign proved to be a slog for Los Blancos as rivals Barcelona romped to the title.
Real's passage to the final wasn't altogether a smooth one either, with both Juventus and Bayern Munich running the Spanish team close.
Real's entire Champions League season was encapsulated in the 90 minutes of Saturday's final -- as Zidane's side wrote themselves into European Cup history with a fully deserved victory over a Liverpool team who gave it everything, but were ultimately powerless against the forces of fate and history.
Madrid were outplayed for long periods over the 90 minutes, and Liverpool eventually dealt impressively with losing their key player Mohamed Salah to injury. But Los Blancos came out on top in the end thanks to a mix of individual brilliance on their part and perfectly timed mistakes from their opponents.
Zidane also won praise for his decision to bring on Gareth Bale in the second half. Bale scored twice, his first coming from a spectacular overhead kick.
Until 12 months ago no club had ever managed to retain the Champions League in its modern format. But Madrid have now won three in a row -- something nobody had done since the 1970s, when the European Cup competition was much slimmer and less competitive.
The 2016, 2017 and 2018 winners now take their place in the record books along with Franz Beckenbauer's Bayern Munich, Johan Cruyff's Ajax, and Alfredo Di Stefano's Madrid. These are the greatest teams in the competition's history, who all dominated their eras with a clearly identifiable philosophy on the game.
But today's dominant force are more difficult to define.
You could say this is Cristiano Ronaldo's Madrid -- as the Portuguese has now been top-scorer in the competition in each of the last five seasons, and again played a key role in getting the team to the final this year.
Although after a poor individual showing on Saturday night, Ronaldo showed the petulant side of his personality by immediately threatening to leave the club this summer.
Bale's bicycle kick was the game's key moment, and one of the outstanding goals in the tournament's entire history.
But then Bale was only a substitute on Saturday, having been a peripheral figure for much of the 2017/18 season, and he also spoke right after the game about playing elsewhere next season.
This Madrid side has its Galacticos for sure -- just like the 2000 and 2002 winners with Zidane as a player and Luis Figo, and the 1950s generation with Di Stefano and Ferenc Puskas. However despite all their big star names, the current side is more about the collective than the individual.
Nine players have started each of the last three finals -- Keylor Navas, Marcelo, Sergio Ramos, Dani Carvajal, Casemiro, Toni Kroos, Luka Modric, Karim Benzema and Ronaldo.
Bale and Raphael Varane also now have four winners medals [adding in 2014 too]. It is quite remarkable how the same side has stayed together, especially at a time in which the top players have become commodities which are easily traded for huge sums.
Much of the credit for this must to go to Zidane -- who was an assistant to Carlo Ancelotti in 2014, and has now won the most difficult trophy in world soccer in each of his three seasons as head coach.
He himself admitted last week that he was not a tactical genius, but that is not what is required when you have so much talent in your squad.
The Frenchman prefers to concentrate on honesty of effort, competitive spirit and enjoying the daily toil -- humble values not always associated with the Bernabeu. If we work as hard as our opponents, he often says, then our individual quality will do the rest.
It helps that Zidane, having won everything as a player, has no need to feed his own ego himself. He has freely admitted that his team have gotten breaks in key moments through each of the last three years.
In 2014 in Lisbon, Atletico Madrid were 1-0 up going into the 93rd minute.
Two years later in Milan, against Atletico again, it went to penalty kicks. 12 months ago in Cardiff, a previously unbreakable Juventus defence shattered. And on Saturday night in Kiev, Liverpool goalkeeper Loris Karius provided two of the worst goalkeeping mistakes in European Cup history.
But this Madrid team's genius, and Zidane's great achievement, has been in making sure that they are in the right place at the right time, ready and waiting to push home any advantage that comes their way.
The 2017/18 season especially has showcased an outstanding ability to roll with the punches, but to stay on their feet, and then deliver knock-out blows themselves. That is the real sign of a champion, in any sport, and one of the main reasons why they keep coming back year after year.
Zidane's ability to keep everybody focused on the greater goal has been particularly impressive through recent months.
While Ronaldo's unhappiness that other superstars elsewhere are better paid has been present since last summer, he was persuaded to park the issue until the important business of winning the trophy was out of the way.
Similarly Bale has been clearly frustrated through recent months, but Zidane's decision to use the Welshman as an impact substitute in the final clearly paid off.
Madrid club president Florentino Perez has also, whether through fortune or design, not added any new expensive Galactico stars since 2014, allowing a real team to mature and bond together.
Whether this continues into the summer now remains to be seen, with speculation of a new world record move for Paris Saint-Germain star Neymar growing in recent weeks.
"I told the players to enjoy it as they will never be anything like this again," Zidane said during Saturday's celebrations.
What this Madrid side have done in recent years really is unique, and their understated coach deserves the biggest share of credit.