They don't seem that comfortable to play directly when a team is looking to defend, but I'd be concerned about them countering against a 3 man defence.
Well without Marcelo they are not getting any fullbacks involved in the play. I don't rate Alonso either in that particular Madrid setup. And Mourinho usually plays a deadweight beside him as it is.
It's hard to say though because Man U had a great plan against them. Their pace on the outside forced Madrid's fullbacks back even if they wanted to go forward.
I think we'd probably utilize something in the opposite direction. See, our problem that we suck at countering is going to eventually rear it's ugly head. If we tried Man U's tactics, Madrid would see no problem to push players forward. We don't have the pace to scare them back. Then maybe we'd opt to try and play possession and risk monster counter attack opportunities which I'm positive Bonucci, in particular, would get eaten alive against.