What is your reason to doubt Real Madrid mentality? If we are talking about the mentality of Real Madrid, they must be superior to Chelsea. You can count yourself how many times Real Madrid can come back from behind in UCL matches, even some of them in the final UCL. They have enough experience to deal with the pressure in UCL competition, they surely have a winning mentality. In reality, they prove it by leading the number of UCL titles till today. So, no reason to doubt with Real Madrid mentality. What we need to suspect how is the physical health of each player ahead of the match. The team that can release all their key players and has no problem with injury, should be the favorite to win.
Talking about mentality actually Real Madrid is better than Chelsea because last round when Real Madrid defeated PSG we know about how mentality of Real Madrid player there. Chelsea still not get heavy against team on Champion league except with Juventus on group stage, but on 16 round is getting easy team for defeating as Lille not competitive on champion league after bad performance on Ligue 1 or domestic league. I think have good chance and looks Real Madrid as potential team will trough to semifinal and become moment to see Real Madrid back to play on final champion league in this season.