It's a hoot. I don't like to build up expectations for humor, but sometimes you just have to be accurate. What makes it so funny isn't just the material, but her delivery. For anyone thinking of going into comedy, this should be required viewing. It's masterful.
Two mentions of note. At the :17 mark, that's her husband Brad Hall who she met when they were both students at Northwestern. (Hence the tangential connection...) And at 3:24, the gentleman who comes on stage briefly is Armando Iannucci, who created the series, Veep. And co-wrote and directed the hilarious Oscar-nominated (for Best Adapted Screenplay) In the Loop and the current Death of Stalin, which I raved about here.