MADRID -- Ten days after losing 4-0 in El Clásico, Real Madrid did not just need to beat AC Milan on Tuesday, they needed a statement win. There needed to be proof that this team was starting to gel, that coach Carlo Ancelotti had the answers, and that the new, Kylian Mbappé-led project was headed in the right direction.

Instead, Tuesday's 3-1 defeat at the Santiago Bernabeu was more of the same: more evidence that something has gone badly wrong for the Spanish and European champions, and another hint that the kings of Europe might just, unthinkably, struggle to progress from the Champions League 36-team phase after two losses in four games.

Madrid's performance against Milan was reminiscent of what we saw in their 5-2 comeback win against Borussia Dortmund two weeks ago. But it was just the bad parts, with none of the good. There was another disappointing, disjointed first half, going 2-1 down. But this time, there was no spirited, Vinícius Júnior-inspired second-half fightback to emerge victorious.

Instead, the night got worse and worse. Ancelotti tried everything, making five substitutions -- throwing on Eduardo Camavinga, Brahim Díaz, Dani Ceballos, Rodrygo and Fran García in the second half -- in a bid to jolt the team into life. It only added to the confusion. By the end, Madrid had created plenty of chances -- 23 shots, 10 of them on target -- and an xG (expected goals) of 2.44, but just one goal scored.

There were moments when it felt like a different outcome was possible, that might have sparked yet another Madrid turnaround. Antonio Rüdiger had a second-half goal -- which would have made it 2-3 with 10 minutes left -- disallowed for offside. Milan goalkeeper Mike Maignan made a late, point-blank save from Diaz's header. But overall, this was a night to forget for Madrid.

Nothing quite came off. There were wildly, almost comically off-target shots from players as gifted as Luka Modric and Jude Bellingham. There was Mbappé, missing chance after chance. He ended the game with eight shots, but just three of them on target, and an xG of 0.54. There was frustration from the Madrid fans, in particular at some individual performances, with whistles for out-of-form midfielder Aurélien Tchouaméni when he was withdrawn at half-time.

Should it really be this hard? This is a team with Vinícius and Mbappé in attack, Bellingham and Federico Valverde in midfield, Rüdiger and Éder Militão at the back. The names are elite. The team performances, at least this season, are absolutely not. And on the touchline, the pressure is growing on Ancelotti.

Madrid's Champions League performances this campaign have all been varying degrees of unconvincing. Against VfB Stuttgart, they needed late goals from Rüdiger and Endrick to give them a 3-1 win. At Lille, they lost 1-0, having missed numerous chances. The 5-2 comeback against Dortmund was thrilling, powered by a career-best second-half display from Vinicius, but it came after an equally troubling first half.

It's hard to ignore the impact that Mbappé's long-anticipated arrival has had on this team, and its knock-on effect, the uncertainty it has bred in the positioning and status of Vinicius and Bellingham. Vinicius has still, largely, starred this season. Here, he won and scored a "panenka" penalty which made it 1-1, getting Madrid back into the game after Malick Thiaw's header had put Milan ahead.

Bellingham's season so far is baffling. His all-round game hasn't been bad. But by Nov. 5, 2023, in his debut season, he had scored 13 goals for Real Madrid. He has none this campaign. Ancelotti doesn't seem sure what to do with Bellingham, returning him on Tuesday to the left-midfield berth he occupied for much of last season, having played on the right in recent weeks, including against Barcelona. Bellingham's last goal for his club came 176 days ago.

Madrid's defence, one of their great strengths last season, is now porous. They have shipped 10 goals in their last four games. Here, Andriy Lunin's goal was repeatedly left exposed, a wide-open midfield as much to blame as the backline. Milan's Rafael Leão, in particular, enjoyed himself up against back-up right-back Lucas Vázquez.

And then there was Álvaro Morata, playing the role of arch-nemesis for the Bernabéu crowd, scoring against his former team -- his seventh goal against Madrid, having previously found the net for Juventus and Atletico Madrid -- to ensure Milan went in 2-1 up at the interval. After his goal, there was a hint of a smile, a finger to his lips, before a more traditional non-celebration against a former club. Morata worked hard for Milan, dropping deep, an all-round centre-forward, the kind of role that Mbappé has never enjoyed.

Things could have been even worse for Madrid. Lunin saved at full stretch from Leão in the 52nd minute. As Madrid looked for an equalizer, creating chances, Milan were every bit as dangerous on the counterattack. Tijjani Reijnders' goal on 73 minutes made it 3-1, and any comeback unlikely.

Madrid now have a long, month's wait to play again in the Champions League, facing Premier League leaders Liverpool. Before that, there's an international break, and games with Osasuna and Leganés in LaLiga. Winnable games, or potential banana skins? By the time they go to Anfield, the pressure building on the team and its coach might be ready to reach boiling point.