Theo concedes he joined Real from Atletico Madrid too early into his career.
He told Onda Cero: "This is the best season I've had since I was at Alaves. Neither at Real Madrid nor Real Sociedad could I give my best. I didn't have the chance to show who I am at Madrid. I arrived too young and coming from Atletico is not easy. Now I have matured and that's why I am where I am.
"In Milan I'm happy and I want to stay here. I have to thank Milan and Paolo Maldini, because they gave me confidence. I'm excited to be a Rossoneri and I decided to stay. I have a four-year deal and I'm good here. The only thing I have in mind is staying at Milan."