“On a personal level, I am happy for another record,” said Ronaldo.
Madrid have now won five consecutive games since being thrashed at home 4-0 by Barcelona last month.
“We are used to (the critics), but we are improving bit-by-bit, the team is better and more confident,” added Ronaldo.
“Five victories in a row, we are on a good run and need to continue like this.”
The scoreline also equalled Liverpool’s 8-0 thrashing of Besiktas in November 2007 with current Madrid boss Rafael Benitez then in charge of the English side.
And Benitez said that fact dispelled suggestions he is a defensive minded coach.
“I have said it many times, but people forget these things and today is a further demonstration that this is a team that attacks,” he told beIN Sports.

With top spot in Group A already assured, Benitez took the chance to rest some of his stars including Gareth Bale, but Madrid were still in a different league to a Malmo side that ended their domestic season over five weeks ago.
Benzema will learn on Thursday if he is to be suspended from the French national team due to his alleged involvement in a blackmail scandal involving a sex tape of international teammate Mathieu Valbuena.
However, he remains in fine form for Madrid as he scored his first hat-trick since another 8-0 Real win over Levante in December 2010 to take his tally to five in his last two games.