But it was no joke when he jumped off the Golden Gate Bridge.
TAKE ACTION: Get help with mental health issues
"I like to share my experiences and embrace my story, but also let people laugh at the same time and let people know that pain is real and struggle happens, but we just have to move forward and be better and stronger," he said.
The Santa Rosa resident is one of the fewer than 35 people believed to have survived jumping off the Golden Gate Bridge.
According to the Bridge Rail Foundation, there have been at least 1,800 suicide deaths from the bridge.
SUICIDE PREVENTION: Local resources for those in crisis
Meredith Sears, Ph.D., is the Greater San Francisco Bay Area chapter president of the American Foundation for Suicide Prevention and a psychologist. She said survival stories like McKay's can help others.
"The vast majority of people who attempt suicide do not go on to die by suicide," she said. "They go on to get support and often are able to solve those problems. So talking about hope really highlights that that's a possibility, is being able to get through these crises, get through a moment of despair and potentially solve those problems going forward."
She said warning signs someone is having suicidal thoughts are wide-ranging from expressions of hopelessness to heightened mental health symptoms, such as depression, to withdrawal. So, she encourages family members and friends who are concerned about somebody to just ask them.
"Say, 'Hey, I care about you, I'm worried about you. Things have not been going well. You've been making these statements. Have you been feeling suicidal? Is that part of what's going on for you?' And that can get you an answer, even if someone's not saying it out loud on their own," Sears said.
She urges those with suicidal thoughts to reach out for support from those around them or to mental health professionals or call 988, the Suicide and Crisis Lifeline.
"I get a second opportunity, so I might as well not waste it," McKay said in one of his acts. "Might as well do some good with it. Motivate you guys."
McKay is continuing to work on his mental health every day and ends his sets by giving out his phone number so anyone contemplating suicide can reach out to him for help. He has this message:
"Every single person has a purpose, and they're worth it, and they all have a contribution to society, whether they know it or not. It's not a problem to ask for help. We all have to help each other out."
If you or someone you know is having a mental health crisis, help is available.
Head to our Take Action page for a list of local resources.