The Brazil international has hailed his side's improvement after a difficult period and lavished praise on the fit-again Cristiano Ronaldo.
Luka Modric gifted the Blancos a first-half lead in the Danish capital before Cristiano Ronaldo put the match to bed after the break.
Marcelo has hailed the way in which Madrid has improved after a difficult period earlier this season when Ancelotti's tactics were being questioned.
"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 Brazilian told the official UEFA website. "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."
The defender then went on to praise Cristiano Ronaldo, who became the first player to score nine goals in the Champions League group stage Tuesday.
"Right now, Cristiano Ronaldo is for me, and I think for many other people, the best," Marcelo said. "For a long time he has been at the same level. He scores goals and plays impressively. The guys up front put a lot of pressure on opponents, and that gives us [defenders] more space and more potential to relax."
Madrid will find out its round of 16 opponent Monday when the Champions League draw takes place in Nyon.