The Greg Gutfeld Show might be the best political program on TV right now. He knows how to get the most out of his panels an he knows how to laugh about the crazy things that other shows and other networks (even his very own program The Five) will often obsess over.
If you're going to devote your cold open to mocking Rachel Maddow, you need an actual joke though. Just showing her show, while funny, is a lazy way out.