This double bill by The Royal Ballet made for a splendid mix of musical and choreographic magic – Mendelssohn and Ashton, Mahler and MacMillan. The two works – the first light-hearted and narrative, filled with all the trimmings and elegance of the Romantic era; the other serious and profoundly moving, a paean of pure dance unadorned by busy sets and fussy costumes – gave the company plenty of scope to show off their technical abilities to an audience who relished the different sounds and sights.

For those braving the icy chill of the February night, the opening of the red plush curtains of the Royal Opera House transported to a more temperate season. Sir Frederick Ashton created his one-act ballet The Dream in 1964 to celebrate the 400th anniversary of the birth of William Shakespeare. Based on the Bard’s perennially jolly romp A Midsummer Night’s Dream and staged to John Lanchbery’s arrangement of Mendelssohn’s score, Ashton concisely conceived his action-packed balletic version, filling it with gossamer-clad flitting fairies, great comedy and delicious dancing – plus a donkey who dances on pointe.

Steven McRae performed the demanding role of Oberon with his usual aplomb and virtuosity (and, due to the recent sudden, unexpected departure of fellow principal Sergei Polunin, he has stalwartly also taken on his performances also.) McRae, the winner of the National Dance Awards ‘Best Classical Male Dancer for 2011’, proved in The Dream that he deserved the accolade. He is light of foot, flies high in fully-stretched leaps, offers cyclonic spins and commands the stage, though one wished at times to see more of the qualities of Anthony Dowell, the original Oberon, who also brought a composure and a deeper reading of the character. As Titania, the dainty Roberta Marquez looked every bit the delicate supernatural being; gentle and fluid when dancing with her flurry of fairies, sweetly besotted with her new love the ass-headed Bottom, yet also showing the role’s fiery temper and determination. The final grand pas de deux – a reconciliation where Oberon cleverly subdues Titania’s impulsive temperament, thus gaining the changeling boy along with her love, was visually beautiful and well performed by both McRae and Marquez.

Michael Stojko made a spritely Puck, leaping and spinning with impish abandon and ending his steps facing the audience, shoulders up, with a quizzical expression. Bennet Gartside’s pointe work in the role of donkey/Bottom was commendable – how long his legs looked, with those extra inches. The four lovers, Melissa Hamilton, with Ryoichi Hirano, and Laura McCulloch with Thomas Whitehead, caused much tittering in the audience with their lovesick misunderstandings.

The children of the London Oratory Junior Choir sang with sweet delicacy, while the Orchestra of the Royal Opera House played Mendelssohn’s famous score (which includes the world’s most famous wedding march) with lightness and speed.

The second work of the evening was in sharp contrast to The Dream, though only a year separates their choreography. Kenneth MacMillan originally choreographed his sombre and thought-provoking ballet Song of the Earth in 1965 for Stuttgart Ballet (having been initially rejected by Covent Garden – it was brought into The Royal Ballet’s repertoire six months later). Tenor Tom Randle and mezzo-soprano Katherine Goeldner took turns to frame the stage and sing the six songs of Mahler’s Das Lied von der Erde, which are concerned with the transitory joys and sorrows of this world and composed loosely to words by 8th-century Chinese poet Li Tai Po. MacMillan’s choreography offers imagery rather than detailed accounts of the words, using a masked figure – Der Ewige, or Messenger of Death – to weave in and out of the dancers, selecting his unsuspecting young victims.

The lead trio – Leanne Benjamin and Valeri Hristov with Edward Watson as the omnipresent Messenger figure – complement each other, making challenging moves look simple and effective. Benjamin is slight in figure but possesses steely strong technique and she danced with confidence and precision, moving from each passage with easy grace and elegance.

Watson did a fine job of lurking and watching, unobtrusively joining in with the dancers, then suddenly blazing the stage with high-flying jetés or high-legged arabesques. Hristov performed the choreography technically well, but could delve more deeply into the meaning and interpretation of this role. It is much more than just challenging steps.

The corps well-matched the dancing of the lead roles with strong decisive movements in unison, while Sarah Lamb in the third song, ‘Of Youth’ was elegantly refined and supple and Lauren Cuthbertson and Ricardo Cervera performed a poignant and tender duet together in ‘Of Beauty’, the fourth song. Only the Woman, Man and Messenger perform the long final ‘Farewell’ and the ballet concluded as they held hands and walk with unhurried controlled high steps in unison to towards the front of stage as the curtains fall on a hushed auditorium.

The evening left a warm glow, and the walk back across Waterloo Bridge did not seem as icy as three hours before.