Real are so good in Europe just plain because they are good and in my opinion the best team in the world.
Firstly, look at their squad. We (United) are for sure in the top 11 (at least) best teams in the world, yet only probably two (De Gea and Pogba) of our current players would still stay in the first team if Madrid dissolved and all of their players came to us. And this is adding on to the fact that their team is literally full of winners with experience who have been there and done that.
Also, look at their managers. This is a ruthless club where great manager after great manager comes in and if there is one and a half bad seasons or trophyless seasons which he has seen through, he’s sacked. Now, it seems like they have found the perfect fit for them, a club legend during his playing days with an ego of a King to deal with billy-big-balls players and an amount of footballing knowledge which comes close to the even the best football manager ever to grace the Earth, SAF. Look at their dressing room harmony as well. There is not a single player in that dressing room who doesn’t respect Zidane.
Lastly, can I also just say that they do not have more luck than other top teams. Sure, they do get more favourable refereeing decisions than the others, but look at the teams that they have had to face in their past three Champions League winning seasons, Bayern, juventus, psg, atletico etc etc. In all of those games, they have outclassed their opponents in at least one of the legs and as a result progressed further into the tournament.
In conclusion, Madrid are just a brilliant team.