Brazil star Kaka laid off three assists against his former side had three assists against his former team in the matchup between two of Europe's top clubs.
Angel di Maria put Madrid ahead with a 25-yard volley halfway through the first half, before Robinho levelled for Milan nine minutes later.
But just four minutes into the second half Ronaldo put Madrid back into the lead, before grabbing his second to make it 3-1 in 66 minutes.
Sergio Ramos knocked home a header from Kaka's corner to extend their lead to 4-1 on the 81 minute mark, with Jose Callejon completing the scoring with just seconds remaining on the clock.
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