In 2002, Giuliani Partners was hired to implement Rudy Giuliani’s New York City strategy of ‘zero tolerance’, ‘quality of life’ style policing in México City. As in New York City, Giuliani capitalized on residents’ fear and insecurity, but unlike in New York, he did not deliver a sense of stability and security. We argue that Giuliani’s ideas garner high popularity not because of their success on the ground, but due to their currency in public discourses where they produced a ‘cult of personality’ that masks the very real failures of neoliberalism in everyday life. As such, Giuliani’s policies in México City constituted a performance: policing in drag, a dressing up of policies cloaked in the language of control, and alternatively marketed with Giuliani’s masculinity and reputation as a ‘tough guy.’ This performance is part of the ‘making up’ of neoliberal policy to mask as effective, comforting, logical, and inevitable a set of policy prescriptions that has led to more insecurity, not less.