Zinedine Zidane said missing out on a Supercopa de Espana final showdown with Barcelona was not a failure for Real Madrid after they were beaten 2-1 by Athletic Bilbao.
Raul Garcia's first-half double was enough to knock the holders out and end their nine-match unbeaten run at La Rosaleda on Thursday.
Karim Benzema's 13th goal of the season gave Los Blancos hope after Marco Asensio hit the woodwork twice, but the Basque side held on to secure only a second win over the La Liga champions in 23 matches and a first victory under new coach Marcelino.