Stephen Colbert was puzzled by Donald Trump’s plan to hold a rally on Sunday at Madison Square Garden in New York ― a state he will almost certainly lose by double digits on Election Day.

“What the hell is Trump thinking about campaigning in New York?” Colbert asked, then broke out his impression of Trump: “They told me I’m behind in Wisconsin, so I’m rallying in Madison... Square Garden.”

Colbert guessed that the rally might have little to do with Trump winning or losing in New York, and pointed to a report in which the former president’s aides said he’s been “obsessed” with the idea of holding a rally there for three straight campaigns.

“Maybe he just wants to take over for Billy Joel,” Colbert cracked, then did an impression of Trump performing “We Didn’t Start The Fire.”

But there might be another reason.

“I’m sure it’s just a coincidence, but in 1939 they held a pro-Nazi rally there,” Colbert said, referring to an event held at MSG’s previous location.

Colbert’s comment comes after Trump’s former chief of staff, John Kelly, said the former president told him that Adolf Hitler “did some good things.” Kelly also said Trump praised Nazi generals for being “totally loyal.”

See more in his Thursday night monologue: