Actually, I would catagorize it as documentary/propaganda.
Why is it everyone wants to add something to "documentary"?
MM even said it was a "Satirical documentary"
doc·u·men·ta·ry ( P ) Pronunciation Key (dky-mnt-r)
adj.
Consisting of, concerning, or based on documents.
Presenting facts objectively without editorializing or inserting fictional matter[/u], as in a book or film
sa·tir·i·cal ( P ) Pronunciation Key (s-tr-kl) or sa·tir·ic (-k)
adj.
Of, relating to, or characterized by satire.
So in his own words it's not a TRUE documentary.