Real Madrid is strong no doubt because even in some big clubs they still use to do come back, I think they have done it to Chelsea, Manchester city and some others I can't really remember in the champions league but sometimes it doesn't work so allowing a team to first lead is not a good idea or strategy because not all team will allow you to come back and win from behind, I think Real sociedad did it to Real Madrid this season after scoring 2:1 I guess they sealed everywhere and Real Madrid couldn't penetrate and it ended that 2:1 full time.
Real Madrid have done a lot of comeback this season but honestly, it's not good to loose guard and concede goals then struggle to recover and win, if not for a team like Real Madrid that has a strong force who are vibrant to keep the energy running till they achieve winning at last. Carlo Ancelotti has really built Real Madrid in such a way that they are always persistent in the face of difficulty. However, they should be able to structure their defense in such a way that they will be formidable enough to withstand pressure from their opponent so that they won't concede first and begin to over labor themselves for a comeback. However, i like their consistency as they keep chasing after Barcelona if they can drop points and they take that advantage and overtake them, though Barcelona also know the danger that awaits them if they flop along the way which has also made them to keep moving and never drop points.