Real are now 11 points behind leaders Barcelona.
Mourinho said: "Last season we had ten more points than our opponents in March and then we drew twice and the situation became more complicated. Maybe at the end of the year we are 11, 13, 9, 8 or 12 points behind. We are not going to be four, five or three points behind. It's wide open, but let's not be too optimistic nor too pessimistic.
"It's complicated, but I can't focus on just one competition. It's impossible. I think from one match to the next and the next match is the Spanish Cup, then La Liga and then it's the Champions League. But at this point last season our fans were optimistic, it's understandable that now they are pessimistic and think we can't go on to win."