The impending rivalry between the two former champions was a big talking point of the pre-season, but Finn Raikkonen emerged from the winter struggling with the handling of Ferrari's new car.
But in Malaysia, Spaniard Alonso once again outqualified and outraced his teammate.
"I would prefer to have won in Australia and Malaysia," he is quoted by Italy's Tuttosport.
"But as long as you are in front of your teammate, you are doing something extra compared to the expectations of people," Alonso added.
Speaking to Finland's Turun Sanomat newspaper, Raikkonen did not want to compare his current situation to 2009, when he also struggled in a Ferrari and was ousted at the end of the season.
"I have no desire to make comparisons like that," he said, "and it doesn't change anything anyway.
"For sure it has not been an ideal start, but we improved the car for Malaysia and the weekend started well even if it finished badly," said Raikkonen, whose race was affected by a clash with Kevin Magnussen.
"Without the accident I see no reason why I shouldn't have done the same as Alonso," he insisted.
Raikkonen is hoping for another improvement in Bahrain.
"We're getting some new parts that should help me, at least that is the plan," he said. "The front end should feel better."
"I very much fear their (Red Bull's) recovery on a technical level, it has been impressive," he told Italy's La Repubblica.
"And I also fear Ferrari, of course."
Told by the interviewer than he did well in delivering his final comment without laughing, Mercedes' Wolff insisted: "I'm serious."