Real Madrid head coach Zinedine Zidane was at a loss for an explanation after watching his side fall 2-1 at home to Alaves on Saturday.
Lucas Perez and Joselu scored on either side of the half for Alaves, and Madrid could only respond with a late Casemiro consolation in the 86th minute.
It was Madrid's third La Liga defeat of the season as they dropped six points behind Atletico Madrid and Real Sociedad, who are atop the table with 23 points each.
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Madrid have now lost three of their last five home games in all competitions, as many defeats as in their previous 31 matches at home.