My Chemical Romance headlined the Corona Capital music festival in Mexico City on November 18, 2022. The performance was part of their reunion tour and marked one of the first professionally shot concert videos of the band since their return. Fans reacted with enthusiasm, with some describing it as "one of the best nights of my life". The setlist included a mix of hits and fan favorites, such as "I'm Not Okay (I Promise)," "Welcome to the Black Parade," and "Helena".