Even if Real Madrid can win the match, it doesn't increase the chance of Real Madrid to win UCL title. But if Real Madrid can win the match, they can improve their position in UCL table. It will be worse if Real Madrid gets a lose, Real Madrid probably becomes harder to reach the next round. Honestly, I don't expect to see Real Madrid eliminated very early.
Real Madrid should try to get out of the zone to return back to their champions track. They are the defending champions and the most trophy holders so they already have a champion's mentality. I'm not surprised if they are bad at the beginning, and won it at the end, because they've done before it. What they should do now is must be able to move to the next round, so if they can do it, they will step up perfectly until the finals.
And I think this is also Anceloti's strategy, he is a genius man who has tactics that can't understood by another coach. he's even willing to lose so that the strategy can not read by another coach to the next the crucial match.